Foundations Of Modern Probability

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 670 pages
File Size : 40,9 Mb
Release : 2002-01-08
Category : Mathematics
ISBN : 0387953132

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Foundations of Modern Probability by Olav Kallenberg Pdf

The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 523 pages
File Size : 42,9 Mb
Release : 2006-05-10
Category : Mathematics
ISBN : 9780387227047

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Foundations of Modern Probability by Olav Kallenberg Pdf

Unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L=82vy processes, weak convergence, It=93 calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters. From the author of "Random Measures".

Author : Olav Kallenberg
Publisher : Springer
Page : 680 pages
File Size : 55,9 Mb
Release : 2017-04-12
Category : Mathematics
ISBN : 9783319415987

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Random Measures, Theory and Applications by Olav Kallenberg Pdf

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Author : Jan von Plato
Publisher : Cambridge University Press
Page : 336 pages
File Size : 47,6 Mb
Release : 1998-01-12
Category : Mathematics
ISBN : 0521597358

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Creating Modern Probability by Jan von Plato Pdf

In this book the author charts the history and development of modern probability theory.

Author : A. N. Kolmogorov
Publisher : American Mathematical Soc.
Page : 84 pages
File Size : 43,5 Mb
Release : 2019-06-04
Category : Education
ISBN : 9781470452995

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Foundations of the Theory of Probability by A. N. Kolmogorov Pdf

AMS Chelsea Publishing: An Imprint of the American Mathematical Society

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 536 pages
File Size : 48,7 Mb
Release : 2005-07-27
Category : Mathematics
ISBN : 0387251154

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Probabilistic Symmetries and Invariance Principles by Olav Kallenberg Pdf

This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, and rotatability—defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930's, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book. Olav Kallenberg received his Ph.D. in 1972 from Chalmers University in Gothenburg, Sweden. After teaching for many years at Swedish universities, he moved in 1985 to the US, where he is currently Professor of Mathematics at Auburn University. He is well known for his previous books Random Measures (4th edition, 1986) and Foundations of Modern Probability (2nd edition, 2002) and for numerous research papers in all areas of probability. In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991–94, he served as the Editor in Chief of Probability Theory and Related Fields. Professor Kallenberg is an elected fellow of the Institute of Mathematical Statistics.

Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 54,5 Mb
Release : 2018-09-27
Category : Business & Economics
ISBN : 9781108415194

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High-Dimensional Probability by Roman Vershynin Pdf

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Author : David Williams
Publisher : Cambridge University Press
Page : 274 pages
File Size : 40,7 Mb
Release : 1991-02-14
Category : Mathematics
ISBN : 0521406056

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Probability with Martingales by David Williams Pdf

This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.

Author : Hans Fischer
Publisher : Springer Science & Business Media
Page : 402 pages
File Size : 40,7 Mb
Release : 2010-10-08
Category : Mathematics
ISBN : 9780387878577

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A History of the Central Limit Theorem by Hans Fischer Pdf

This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

Author : F.M. Dekking,C. Kraaikamp,H.P. Lopuhaä,L.E. Meester
Publisher : Springer Science & Business Media
Page : 488 pages
File Size : 49,7 Mb
Release : 2006-03-30
Category : Mathematics
ISBN : 9781846281686

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A Modern Introduction to Probability and Statistics by F.M. Dekking,C. Kraaikamp,H.P. Lopuhaä,L.E. Meester Pdf

Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books

Author : Achim Klenke
Publisher : Springer Science & Business Media
Page : 621 pages
File Size : 43,5 Mb
Release : 2007-12-31
Category : Mathematics
ISBN : 9781848000483

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Probability Theory by Achim Klenke Pdf

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 : Emanuel Parzen
Publisher : Unknown
Page : 666 pages
File Size : 51,6 Mb
Release : 1960
Category : Probabilities
ISBN : UOM:39015012010628

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Modern Probability Theory and Its Applications by Emanuel Parzen Pdf

Author : George E. Andrews
Publisher : Courier Corporation
Page : 292 pages
File Size : 40,5 Mb
Release : 2012-04-30
Category : Mathematics
ISBN : 9780486135106

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Number Theory by George E. Andrews Pdf

Undergraduate text uses combinatorial approach to accommodate both math majors and liberal arts students. Covers the basics of number theory, offers an outstanding introduction to partitions, plus chapters on multiplicativity-divisibility, quadratic congruences, additivity, and more.

Author : Santosh S. Venkatesh
Publisher : Cambridge University Press
Page : 830 pages
File Size : 53,6 Mb
Release : 2013
Category : Mathematics
ISBN : 9781107024472

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The Theory of Probability by Santosh S. Venkatesh Pdf

From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.

Author : Seán Dineen
Publisher : American Mathematical Soc.
Page : 323 pages
File Size : 43,6 Mb
Release : 2013-05-22
Category : Mathematics
ISBN : 9780821894903

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Probability Theory in Finance by Seán Dineen Pdf

The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of