Modern Probability Theory

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Modern Probability Theory

Author : B. Ramdas Bhat
Publisher : Unknown
Page : 296 pages
File Size : 47,9 Mb
Release : 1985
Category : Mathematics
ISBN : UOM:39015015627550

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Modern Probability Theory by B. Ramdas Bhat Pdf

A comprehensive treatment, unique in covering probability theory independently of modern theory. New edition features additional problems, examples that show scope and limitations of various results, and enlarged chapters on laws of large numbers, extensions, and generalizations.

Foundations of Modern Probability

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 670 pages
File Size : 44,8 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.

A Modern Approach to Probability Theory

Author : Bert E. Fristedt,Lawrence F. Gray
Publisher : Springer Science & Business Media
Page : 775 pages
File Size : 48,8 Mb
Release : 2013-11-21
Category : Mathematics
ISBN : 9781489928375

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A Modern Approach to Probability Theory by Bert E. Fristedt,Lawrence F. Gray Pdf

Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

Modern Probability Theory and Its Applications

Author : Emanuel Parzen
Publisher : Unknown
Page : 666 pages
File Size : 40,8 Mb
Release : 1960
Category : Probabilities
ISBN : UOM:39015012010628

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Modern Probability Theory and Its Applications by Emanuel Parzen Pdf

Foundations of Modern Probability

Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 523 pages
File Size : 41,9 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".

Creating Modern Probability

Author : Jan von Plato
Publisher : Cambridge University Press
Page : 336 pages
File Size : 45,9 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.

Modern Probability Theory

Author : B. Ramdas Bhat
Publisher : New Age International
Page : 348 pages
File Size : 44,5 Mb
Release : 2007
Category : Probabilities
ISBN : 8122411894

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Modern Probability Theory by B. Ramdas Bhat Pdf

The Book Continues To Cover The Syllabus Of A One-Year Course On Probability Theory. The Rigorous Axiomatic Approach Continues To Be Followed. For Those Who Plan To Apply Probability Models In Their Chosen Areas The Book Will Provide The Necessary Foundation. For Those Who Want To Proceed To Work In The Area Of Stochastic Processes, The Present Work Will Provide The Necessary Preliminary Background. It Can Be Used By Probabilists, Statisticians And Mathematicians. In The Present Revised Edition Many Concepts Have Been Elaborated. Clarifications Are Given For A Number Of Steps In The Proofs Of Results Derived. Additional Examples And Problems Are Given At The End Of Different Chapters. An Additional Preliminary Chapter Has Been Added So That Students Can Recapitulate The Topics Normally Covered In The Undergraduate Courses. It Also Forms The Foundation For Topics Covered In The Remaining Chapters. The Third Edition Incorporates The Suggestions For Improvements Received By The Author When The Earlier Editions Were In Circulation. With The Additional Features And Most Of The Errors Weeded Out, The Book Is Hoped To Become More Useful In The Hands Of Students And Teachers.

A History of the Central Limit Theorem

Author : Hans Fischer
Publisher : Springer Science & Business Media
Page : 402 pages
File Size : 54,9 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.

A Modern Introduction to Probability and Statistics

Author : F.M. Dekking,C. Kraaikamp,H.P. Lopuhaä,L.E. Meester
Publisher : Springer Science & Business Media
Page : 488 pages
File Size : 53,8 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

Probability Theory

Author : Achim Klenke
Publisher : Springer Science & Business Media
Page : 621 pages
File Size : 51,8 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.

Modern Probability Theory and Its Applications

Author : Emanuel Parzen
Publisher : Unknown
Page : 482 pages
File Size : 46,8 Mb
Release : 2013-03
Category : Electronic
ISBN : 1258649012

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Modern Probability Theory and Its Applications by Emanuel Parzen Pdf

Mathematical probability theory is especially interesting to scientists and engineers. It introduces probability theory, showing how probability problems can be formulated mathematically to systematically attack routine methods. Topics include independence and dependence, probability laws and random variables. Over 500 exercises, an appendix of useful tables and answers to odd-numbered questions are also included.

Modern Probability Theory

Author : B. Ramdas Bhat
Publisher : Unknown
Page : 256 pages
File Size : 41,7 Mb
Release : 1981
Category : Probabilities
ISBN : 085226061X

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Modern Probability Theory by B. Ramdas Bhat Pdf

Probability

Author : Davar Khoshnevisan
Publisher : American Mathematical Soc.
Page : 242 pages
File Size : 50,8 Mb
Release : 2007
Category : Probabilities
ISBN : 9780821842157

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Probability by Davar Khoshnevisan Pdf

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.

Modern Probability Theory and Its Applications

Author : Emanuel Parzen
Publisher : Unknown
Page : 488 pages
File Size : 48,8 Mb
Release : 1960
Category : Probabilities
ISBN : UOM:39015068298150

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Modern Probability Theory and Its Applications by Emanuel Parzen Pdf

Random Measures, Theory and Applications

Author : Olav Kallenberg
Publisher : Springer
Page : 680 pages
File Size : 49,5 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.