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Author : Emanuel Parzen
Publisher : Unknown
Page : 488 pages
File Size : 44,6 Mb
Release : 1960
Category : Probabilities
ISBN : UOM:39015068298150
Author : Eianuel Parzen
Publisher : Unknown
Page : 128 pages
File Size : 41,5 Mb
Release : 1984
Category : Probabilities
ISBN : OCLC:847780986
Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 670 pages
File Size : 45,7 Mb
Release : 2002-01-08
Category : Mathematics
ISBN : 0387953132
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 : 51,9 Mb
Release : 2006-05-10
Category : Mathematics
ISBN : 9780387227047
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 : Bert E. Fristedt,Lawrence F. Gray
Publisher : Springer Science & Business Media
Page : 775 pages
File Size : 51,8 Mb
Release : 2013-11-21
Category : Mathematics
ISBN : 9781489928375
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.
Author : Emanuel Parzen
Publisher : Unknown
Page : 464 pages
File Size : 55,7 Mb
Release : 1958
Category : Operations research
ISBN : LCCN:58002968
Author : B. Ramdas Bhat
Publisher : New Age International
Page : 348 pages
File Size : 55,5 Mb
Release : 2007
Category : Probabilities
ISBN : 8122411894
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.
Author : Emanuel Parzen
Publisher : Unknown
Page : 482 pages
File Size : 48,9 Mb
Release : 2013-03
Category : Electronic
ISBN : 1258649012
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.
Author : William Feller
Publisher : John Wiley & Sons
Page : 538 pages
File Size : 50,7 Mb
Release : 1968-01-15
Category : Mathematics
ISBN : UOM:39015017128946
The nature of probability theory. The sample space. Elements of combinatorial analysis. Fluctuations in coin tossing and random walks. Combination of events. Conditional probability, stochastic independence. The binomial and the Poisson distributions. The Normal approximation to the binomial distribution. Unlimited sequences of Bernoulli trials. Random variables, expectation. Laws of large numbers. Integral valued variables, generating functions. Compound distributions. Branching processes. Recurrent events. Renewal theory. Random walk and ruin problems. Markov chains. Algebraic treatment of finite Markov chains. The simplest time-dependent stochastic processes. Answer to problems. Index.
Author : Emanuel Parzen
Publisher : Unknown
Page : 24 pages
File Size : 41,5 Mb
Release : 1966
Category : Probabilities
ISBN : STANFORD:36105033244729
Author : William Feller
Publisher : John Wiley & Sons
Page : 709 pages
File Size : 51,6 Mb
Release : 1991-01-08
Category : Mathematics
ISBN : 9780471257097
The classic text for understanding complex statistical probability An Introduction to Probability Theory and Its Applications offers comprehensive explanations to complex statistical problems. Delving deep into densities and distributions while relating critical formulas, processes and approaches, this rigorous text provides a solid grounding in probability with practice problems throughout. Heavy on application without sacrificing theory, the discussion takes the time to explain difficult topics and how to use them. This new second edition includes new material related to the substitution of probabilistic arguments for combinatorial artifices as well as new sections on branching processes, Markov chains, and the DeMoivre-Laplace theorem.
Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 520 pages
File Size : 49,9 Mb
Release : 2005-12-15
Category : Mathematics
ISBN : 9780387288611
"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. 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."--Jacket.
Author : B. Ramdas Bhat
Publisher : Unknown
Page : 296 pages
File Size : 46,9 Mb
Release : 1985
Category : Mathematics
ISBN : UOM:39015015627550
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.
Author : Hans Fischer
Publisher : Springer Science & Business Media
Page : 415 pages
File Size : 43,8 Mb
Release : 2010-10-08
Category : Mathematics
ISBN : 9780387878577
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 : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 49,5 Mb
Release : 2018-09-27
Category : Business & Economics
ISBN : 9781108415194
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
