Advances In Probability Theory
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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.
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.
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.
Advances In Probability Theory
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Author : A. V. Balakrishnan
language : en
Publisher: Springer
Release Date : 1985
Advances In Probability Theory written by A. V. Balakrishnan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Limit theorems (Probability theory). categories.
Probability Theory
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Author : S. R. S. Varadhan
language : en
Publisher: American Mathematical Soc.
Release Date : 2001-09-10
Probability Theory written by S. R. S. Varadhan and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-09-10 with Mathematics categories.
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
Probability
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Author : Davar Khoshnevisan
language : en
Publisher: American Mathematical Soc.
Release Date : 2007
Probability written by Davar Khoshnevisan and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
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.
Theories Of Probability
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Author : Louis Narens
language : en
Publisher: World Scientific
Release Date : 2007
Theories Of Probability written by Louis Narens and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
Standard probability theory has been an enormously successful contribution to modern science. However, from many perspectives it is too narrow as a general theory of uncertainty, particularly for issues involving subjective uncertainty. This first-of-its-kind book is primarily based on qualitative approaches to probabilistic-like uncertainty, and includes qualitative theories for the standard theory as well as several of its generalizations.One of these generalizations produces a belief function composed of two functions: a probability function that measures the probabilistic strength of an uncertain event, and another function that measures the amount of ambiguity or vagueness of the event. Another unique approach of the book is to change the event space from a boolean algebra, which is closely linked to classical propositional logic, to a different event algebra that is closely linked to a well-studied generalization of classical propositional logic known as intuitionistic logic. Together, these new qualitative theories succeed where the standard probability theory fails by accounting for a number of puzzling empirical findings in the psychology of human probability judgments and decision making.
Advances In Probability Distributions With Given Marginals
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Author : G. Dall'aglio
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Advances In Probability Distributions With Given Marginals written by G. Dall'aglio 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.
'Et moi - ... - si j'avait su comment en rcvenir. One service mathematics has rendered the je n'y serais point alle.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canistcr labelled 'discarded non sense'. The scries is divergent; therefore we may be Eric T. Bell able to do something with it. O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Applied Probability And Stochastic Processes
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Author : V. C. Joshua
language : en
Publisher: Springer Nature
Release Date : 2020-08-29
Applied Probability And Stochastic Processes written by V. C. Joshua and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-29 with Mathematics categories.
This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.
Advances In Probability Theory Limit Theorems For Sums Of Random Variables
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Author : Aleksandr A. Borovkov
language : en
Publisher:
Release Date : 1985
Advances In Probability Theory Limit Theorems For Sums Of Random Variables written by Aleksandr A. Borovkov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Limit theorems (Probability theory) categories.