Doeblin And Modern Probability
DOWNLOAD
Download Doeblin And Modern Probability PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Doeblin And Modern Probability book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Doeblin And Modern Probability
DOWNLOAD
Author : Harry Cohn
language : en
Publisher: American Mathematical Soc.
Release Date : 1993
Doeblin And Modern Probability written by Harry Cohn 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 1993 with Mathematics categories.
Wolfgang Doeblin, one of the greatest probabilists of this century, died in action during World War II at the age of twenty-five. He left behind several seminal contributions which have profoundly influenced the field and continue to provide inspiration for current research. This book is based on papers presented at the conference, `Fifty Years after Doeblin: Developments in the Theory of Markov Chains, Markov Processes, and Sums of Random Variables', held at Blaubeuren, Germany, in November 1991. Presented here for the first time is an account of Doeblin's life and work, revealing the circumstances of his tragic death in 1940. Organized into sections according to topic, the papers describe both Doeblin's original contributions as well as current developments. With contributions by top probabilists from sixteen countries, this book will interest both researchers in probability and science historians.
Foundations Of Modern Probability
DOWNLOAD
Author : Olav Kallenberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-01-08
Foundations Of Modern Probability written by Olav Kallenberg 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 2002-01-08 with Mathematics categories.
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.
Non Homogeneous Markov Chains And Systems
DOWNLOAD
Author : P.-C.G. Vassiliou
language : en
Publisher: CRC Press
Release Date : 2022-12-21
Non Homogeneous Markov Chains And Systems written by P.-C.G. Vassiliou and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-21 with Mathematics categories.
Non-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
In Memoriam Marc Yor S Minaire De Probabilit S Xlvii
DOWNLOAD
Author : Catherine Donati-Martin
language : en
Publisher: Springer
Release Date : 2015-09-07
In Memoriam Marc Yor S Minaire De Probabilit S Xlvii written by Catherine Donati-Martin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-07 with Mathematics categories.
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
The Splendors And Miseries Of Martingales
DOWNLOAD
Author : Laurent Mazliak
language : en
Publisher: Springer Nature
Release Date : 2022-10-17
The Splendors And Miseries Of Martingales written by Laurent Mazliak and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-17 with Mathematics categories.
Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed. The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gambler’s holdings as a result of following a particular strategy can always be understood as a martingale. More recently, in the second half of the twentieth century, martingales became important in the theory of stochastic processes at the very same time that stochastic processes were becoming increasingly important in probability, statistics and more generally in various applied situations. Moreover, a history of martingales, like a history of any other branch of mathematics, must go far beyond an account of mathematical ideas and techniques. It must explore the context in which the evolution of ideas took place: the broader intellectual milieux of the actors, the networks that already existed or were created by the research, even the social and political conditions that favored or hampered the circulation and adoption of certain ideas. This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications.
Mathematicians Fleeing From Nazi Germany
DOWNLOAD
Author : Reinhard Siegmund-Schultze
language : en
Publisher: Princeton University Press
Release Date : 2009
Mathematicians Fleeing From Nazi Germany written by Reinhard Siegmund-Schultze and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Biography & Autobiography categories.
Based on archival sources that have never been examined before, the book discusses the preeminent emigrant mathematicians of the period, including Emmy Noether, John von Neumann, Hermann Weyl, and many others. The author explores the mechanisms of the expulsion of mathematicians from Germany, the emigrants' acculturation to their new host countries, and the fates of those mathematicians forced to stay behind. The book reveals the alienation and solidarity of the emigrants, and investigates the global development of mathematics as a consequence of their radical migration.
Mathematical Reviews
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1994
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
Markov Processes Feller Semigroups And Evolution Equations
DOWNLOAD
Author : J. A. van Casteren
language : en
Publisher: World Scientific
Release Date : 2011
Markov Processes Feller Semigroups And Evolution Equations written by J. A. van Casteren and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Mathematics categories.
The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Selected Works Of Murray Rosenblatt
DOWNLOAD
Author : Richard A. Davis
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-05-06
Selected Works Of Murray Rosenblatt written by Richard A. Davis 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 2011-05-06 with Mathematics categories.
During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego (UCSD) and served as advisor to over twenty PhD students. He maintains a close association with UCSD in his role as Professor Emeritus. This volume is a celebration of Murray Rosenblatt's stellar research career that spans over six decades, and includes some of his most interesting and influential papers. Several leading experts provide commentary and reflections on various directions of Murray's research portfolio.
Rockefeller And The Internationalization Of Mathematics Between The Two World Wars
DOWNLOAD
Author : Reinhard Siegmund-Schultze
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Rockefeller And The Internationalization Of Mathematics Between The Two World Wars written by Reinhard Siegmund-Schultze and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Philanthropies funded by the Rockefeller family have been prominent in the social history of the twentieth century for their involvement in medicine and applied science. This book provides the first detailed study of their relatively brief but nonetheless influential foray into the field of mathematics. The careers of a generation of pathbreakers in modern mathematics, such as S.Banach, B.L.van der Waerden and André Weil, were decisively affected by their becoming fellows of the Rockefeller-funded International Education Board in the 1920s. To help promote cooperation between physics and mathematics Rockefeller funds supported the erection of the new Mathematical Institute in Göttingen between 1926 and 1929, while the rise of probability and mathematical statistics owes much to the creation of the Institut Henri Poincaré in Paris by American philanthropy at about the same time. This account draws upon the documented evaluation processes behind these personal and institutional involvements of philanthropies. It not only sheds light on important events in the history of mathematics and physics of the 20th century but also analyzes the comparative developments of mathematics in Europe and the United States. Several of the documents are given in their entirety as significant witnesses to the gradual shift of the centre of world mathematics to the USA. This shift was strengthened by the Nazi purge of German and European mathematics after 1933 to which the Rockefeller Foundation reacted with emergency programs that subsequently contributed to the American war effort. The general historical and political background of the events discussed in this book is the mixture of competition and cooperation between the various European countries and the USA after World War I, and the consequences of the Nazi dictatorship after 1933. Ideological positions of both the philanthropists and mathematicians mattered heavily in that process. Cultural bias in the selection of fellowsand of disciplines supported, and the economic predominance of American philanthropy, led among other things to a restriction of the programs to Europe and America, to an uneven consideration of European candidates, and to preferences for Americans. Political self-isolation of the Soviet Union contributed to an increasing alienation of that important mathematical culture from Western mathematics. By focussing on a number of national cultures the investigation aims to represent a step toward a true inter-cultural comparison in mathematics.