Advanced Probability Theory Second Edition
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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.
Advanced Probability Theory Second Edition
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Author : Janos Galambos
language : en
Publisher: CRC Press
Release Date : 2019-08-30
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 2019-08-30 with 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.
A First Look At Rigorous Probability Theory
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Author : Jeffrey Seth Rosenthal
language : en
Publisher: World Scientific
Release Date : 2006
A First Look At Rigorous Probability Theory written by Jeffrey Seth Rosenthal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure theory and mathematical details in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects.
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 :
language : en
Publisher:
Release Date : 2008
Probability Theory written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Probabilities categories.
Ruin Probabilities
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Author : S?ren Asmussen
language : en
Publisher: World Scientific
Release Date : 2010
Ruin Probabilities written by S?ren Asmussen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.
Change Of Time And Change Of Measure
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Author : Ole E Barndorff-nielsen
language : en
Publisher: World Scientific Publishing Company
Release Date : 2010-11-04
Change Of Time And Change Of Measure written by Ole E Barndorff-nielsen and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-04 with Business & Economics categories.
Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance. It is invaluable as a textbook for graduate-level courses and students or a handy reference for researchers and practitioners in financial mathematics and econometrics.
Probability Theory
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Author : Vivek S. Borkar
language : en
Publisher: Springer Science & Business Media
Release Date : 1995-10-05
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 1995-10-05 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.
A Modern Approach To Probability Theory
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Author : Bert E. Fristedt
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-21
A Modern Approach To Probability Theory written by Bert E. Fristedt 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 2013-11-21 with Mathematics categories.
Overview This book is intended as a textbook in probability for graduate students in math ematics and related areas such as statistics, economics, physics, and operations research. Probability theory is a 'difficult' but productive marriage of mathemat ical abstraction and everyday intuition, and we have attempted to exhibit this fact. Thus we may appear at times to be obsessively careful in our presentation of the material, but our experience has shown that many students find them selves quite handicapped because they have never properly come to grips with the subtleties of the definitions and mathematical structures that form the foun dation of the field. Also, students may find many of the examples and problems to be computationally challenging, but it is our belief that one of the fascinat ing aspects of prob ability theory is its ability to say something concrete about the world around us, and we have done our best to coax the student into doing explicit calculations, often in the context of apparently elementary models. The practical applications of probability theory to various scientific fields are far-reaching, and a specialized treatment would be required to do justice to the interrelations between prob ability and any one of these areas. However, to give the reader a taste of the possibilities, we have included some examples, particularly from the field of statistics, such as order statistics, Dirichlet distri butions, and minimum variance unbiased estimation.