Advanced Probability Theory
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Advanced Probability Theory
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Author : János Galambos
language : en
Publisher:
Release Date : 1988
Advanced Probability Theory written by János Galambos and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Mathematics categories.
Advanced Probability Theory Second Edition
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Author : Janos Galambos
language : en
Publisher: CRC Press
Release Date : 1995-08-08
Advanced Probability Theory Second Edition written by Janos Galambos and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-08-08 with Mathematics categories.
This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.;College or university bookstores may order five or more copies at a special student price which is available upon request from Marcel Dekker, Inc.
Probability Theory
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Author : Vivek S. Borkar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Theory written by Vivek S. Borkar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book presents a selection of topics from probability theory. Essentially, the topics chosen are those that are likely to be the most useful to someone planning to pursue research in the modern theory of stochastic processes. The prospective reader is assumed to have good mathematical maturity. In particular, he should have prior exposure to basic probability theory at the level of, say, K.L. Chung's 'Elementary probability theory with stochastic processes' (Springer-Verlag, 1974) and real and functional analysis at the level of Royden's 'Real analysis' (Macmillan, 1968). The first chapter is a rapid overview of the basics. Each subsequent chapter deals with a separate topic in detail. There is clearly some selection involved and therefore many omissions, but that cannot be helped in a book of this size. The style is deliberately terse to enforce active learning. Thus several tidbits of deduction are left to the reader as labelled exercises in the main text of each chapter. In addition, there are supplementary exercises at the end. In the preface to his classic text on probability ('Probability', Addison Wesley, 1968), Leo Breiman speaks of the right and left hands of probability.
Advanced Probability Theory Second Edition
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Author : Janos Galambos
language : en
Publisher: CRC Press
Release Date : 2023-07-21
Advanced Probability Theory Second Edition written by Janos Galambos and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-21 with Mathematics categories.
This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.
Probability Theory
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Author : Achim Klenke
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-31
Probability Theory written by Achim Klenke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-31 with Mathematics categories.
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.
Advanced Probability Theory For Biomedical Engineers
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Author : John D. Enderle
language : en
Publisher: Springer Nature
Release Date : 2022-06-01
Advanced Probability Theory For Biomedical Engineers written by John D. Enderle and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-01 with Technology & Engineering categories.
This is the third in a series of short books on probability theory and random processes for biomedical engineers. This book focuses on standard probability distributions commonly encountered in biomedical engineering. The exponential, Poisson and Gaussian distributions are introduced, as well as important approximations to the Bernoulli PMF and Gaussian CDF. Many important properties of jointly Gaussian random variables are presented. The primary subjects of the final chapter are methods for determining the probability distribution of a function of a random variable. We first evaluate the probability distribution of a function of one random variable using the CDF and then the PDF. Next, the probability distribution for a single random variable is determined from a function of two random variables using the CDF. Then, the joint probability distribution is found from a function of two random variables using the joint PDF and the CDF. The aim of all three books is as an introduction to probability theory. The audience includes students, engineers and researchers presenting applications of this theory to a wide variety of problems—as well as pursuing these topics at a more advanced level. The theory material is presented in a logical manner—developing special mathematical skills as needed. The mathematical background required of the reader is basic knowledge of differential calculus. Pertinent biomedical engineering examples are throughout the text. Drill problems, straightforward exercises designed to reinforce concepts and develop problem solution skills, follow most sections.
Probability Theory
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Author : A A Borovkov
language : en
Publisher: CRC Press
Release Date : 1999-02-19
Probability Theory written by A A Borovkov and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-02-19 with Mathematics categories.
Probability theory forms the basis of mathematical statistics, and has applications in many related areas. This comprehensive book tackles the principal problems and advanced questions of probability theory in 21 self-contained chapters, which are presented in logical order, but are also easy to deal with individually. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results. Probability theory is currently an extremely active area of research internationally, and the importance of the Russian school in the development of the subject has long been recognized. The frequent references to Russian literature throughout this work lend a fresh dimension to the book, and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects.
A Probability Path
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-19
A Probability Path written by Sidney I. Resnick and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-19 with Mathematics categories.
Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance and engineering. A one-semester course is laid out in an efficient and readable manner covering the core material. The first three chapters provide a functioning knowledge of measure theory. Chapter 4 discusses independence, with expectation and integration covered in Chapter 5, followed by topics on different modes of convergence, laws of large numbers with applications to statistics (quantile and distribution function estimation) and applied probability. Two subsequent chapters offer a careful treatment of convergence in distribution and the central limit theorem. The final chapter treats conditional expectation and martingales, closing with a discussion of two fundamental theorems of mathematical finance. Like Adventures in Stochastic Processes, Resnick’s related and very successful textbook, A Probability Path is rich in appropriate examples, illustrations and problems and is suitable for classroom use or self-study. The present uncorrected, softcover reprint is designed to make this classic textbook available to a wider audience. This book is different from the classical textbooks on probability theory in that it treats the measure theoretic background not as a prerequisite but as an integral part of probability theory. The result is that the reader gets a thorough and well-structured framework needed to understand the deeper concepts of current day advanced probability as it is used in statistics, engineering, biology and finance.... The pace of the book is quick and disciplined. Yet there are ample examples sprinkled over the entire book and each chapter finishes with a wealthy section of inspiring problems. —Publications of the International Statistical Institute This textbook offers material for a one-semester course in probability, addressed to students whose primary focus is not necessarily mathematics.... Each chapter is completed by an exercises section. Carefully selected examples enlighten the reader in many situations. The book is an excellent introduction to probability and its applications. —Revue Roumaine de Mathématiques Pures et Appliquées
Probability
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Author : Rick Durrett
language : en
Publisher: Cambridge University Press
Release Date : 2010-08-30
Probability written by Rick Durrett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-30 with Mathematics categories.
This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Probability Theory
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Author : Yakov G. Sinai
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Probability Theory written by Yakov G. Sinai and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
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.