Probability Theory

Author : Alexandr A. Borovkov
Publisher : Springer Science & Business Media
ISBN 13 : 1447152018
Total Pages : 733 pages
Book Rating : 4.19/5 ( download)

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Download or read book Probability Theory written by Alexandr A. Borovkov and published by Springer Science & Business Media. This book was released on 2013-06-22 with total page 733 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.

Author : Paul E. Pfeiffer
Publisher : Courier Corporation
ISBN 13 : 0486165663
Total Pages : 416 pages
Book Rating : 4.60/5 ( download)

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Download or read book Concepts of Probability Theory written by Paul E. Pfeiffer and published by Courier Corporation. This book was released on 2013-05-13 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more. For advanced undergraduates students of science, engineering, or math. Includes problems with answers and six appendixes. 1965 edition.

Author : Achim Klenke
Publisher : Springer Science & Business Media
ISBN 13 : 1848000480
Total Pages : 621 pages
Book Rating : 4.83/5 ( download)

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Download or read book Probability Theory written by Achim Klenke and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundations. It covers a wide variety of topics, many of which are not usually found in introductory textbooks. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in the world of probability theory. In addition, plenty of figures, computer simulations, biographic details of key mathematicians, and a wealth of examples support and enliven the presentation.

Author : Nikolai Dokuchaev
Publisher : World Scientific Publishing Company
ISBN 13 : 9814678058
Total Pages : 224 pages
Book Rating : 4.56/5 ( download)

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Download or read book Probability Theory written by Nikolai Dokuchaev and published by World Scientific Publishing Company. This book was released on 2015-06-12 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic, self-sufficient and yet short presentation of the mainstream topics on introductory Probability Theory with some selected topics from Mathematical Statistics. It is suitable for a 10- to 14-week course for second- or third-year undergraduate students in Science, Mathematics, Statistics, Finance, or Economics, who have completed some introductory course in Calculus. There is a sufficient number of problems and solutions to cover weekly tutorials.

Author : Yakov G. Sinai
Publisher : Springer Science & Business Media
ISBN 13 : 366202845X
Total Pages : 148 pages
Book Rating : 4.52/5 ( download)

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Download or read book Probability Theory written by Yakov G. Sinai and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanics, not usually included in a book for beginners. The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic. The introductory notions and classical results are included, of course: random variables, the central limit theorem, the law of large numbers, conditional probability, random walks, etc. Sinai's style is accessible and clear, with interesting examples to accompany new ideas. Besides statistical mechanics, other interesting, less common topics found in the book are: percolation, the concept of stability in the central limit theorem and the study of probability of large deviations. Little more than a standard undergraduate course in analysis is assumed of the reader. Notions from measure theory and Lebesgue integration are introduced in the second half of the text. The book is suitable for second or third year students in mathematics, physics or other natural sciences. It could also be usedby more advanced readers who want to learn the mathematics of probability theory and some of its applications in statistical physics.

Author : Bruno de Finetti
Publisher : John Wiley & Sons
ISBN 13 : 1119286379
Total Pages : 611 pages
Book Rating : 4.70/5 ( download)

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Download or read book Theory of Probability written by Bruno de Finetti and published by John Wiley & Sons. This book was released on 2017-04-17 with total page 611 pages. Available in PDF, EPUB and Kindle. Book excerpt: First issued in translation as a two-volume work in 1975, this classic book provides the first complete development of the theory of probability from a subjectivist viewpoint. It proceeds from a detailed discussion of the philosophical mathematical aspects to a detailed mathematical treatment of probability and statistics. De Finetti's theory of probability is one of the foundations of Bayesian theory. De Finetti stated that probability is nothing but a subjective analysis of the likelihood that something will happen and that that probability does not exist outside the mind. It is the rate at which a person is willing to bet on something happening. This view is directly opposed to the classicist/ frequentist view of the likelihood of a particular outcome of an event, which assumes that the same event could be identically repeated many times over, and the 'probability' of a particular outcome has to do with the fraction of the time that outcome results from the repeated trials.

Author : David F. Anderson
Publisher : Cambridge University Press
ISBN 13 : 110824498X
Total Pages : 447 pages
Book Rating : 4.85/5 ( download)

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Download or read book Introduction to Probability written by David F. Anderson and published by Cambridge University Press. This book was released on 2017-11-02 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.

Author : Alfred Renyi
Publisher : Courier Corporation
ISBN 13 : 0486458679
Total Pages : 674 pages
Book Rating : 4.70/5 ( download)

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Download or read book Probability Theory written by Alfred Renyi and published by Courier Corporation. This book was released on 2007-05-11 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: The founder of Hungary's Probability Theory School, A. Rényi made significant contributions to virtually every area of mathematics. This introductory text is the product of his extensive teaching experience and is geared toward readers who wish to learn the basics of probability theory, as well as those who wish to attain a thorough knowledge in the field. Based on the author's lectures at the University of Budapest, this text requires no preliminary knowledge of probability theory. Readers should, however, be familiar with other branches of mathematics, including a thorough understanding of the elements of the differential and integral calculus and the theory of real and complex functions. These well-chosen problems and exercises illustrate the algebras of events, discrete random variables, characteristic functions, and limit theorems. The text concludes with an extensive appendix that introduces information theory.

Author : Davar Khoshnevisan
Publisher : American Mathematical Soc.
ISBN 13 : 0821842153
Total Pages : 242 pages
Book Rating : 4.57/5 ( download)

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Download or read book Probability written by Davar Khoshnevisan and published by American Mathematical Soc.. This book was released on 2007 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.

Author : S. R. S. Varadhan
Publisher : American Mathematical Soc.
ISBN 13 : 0821828525
Total Pages : 178 pages
Book Rating : 4.26/5 ( download)

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Download or read book Probability Theory written by S. R. S. Varadhan and published by American Mathematical Soc.. This book was released on 2001-09-10 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.