Foundations Of Modern Probability
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Foundations Of Modern Probability
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Author : Olav Kallenberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-05-10
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 2006-05-10 with Mathematics categories.
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".
Foundations Of Modern Probability
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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.
Foundations Of Modern Probability
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Author : Olav Kallenberg
language : en
Publisher: Springer
Release Date : 2021-02-08
Foundations Of Modern Probability written by Olav Kallenberg and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-08 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.
Random Measures Theory And Applications
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Author : Olav Kallenberg
language : en
Publisher: Springer
Release Date : 2017-04-12
Random Measures Theory And Applications written by Olav Kallenberg and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-12 with Mathematics categories.
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Creating Modern Probability
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Author : Jan von Plato
language : en
Publisher: Cambridge University Press
Release Date : 1998-01-12
Creating Modern Probability written by Jan von Plato 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 1998-01-12 with Mathematics categories.
In this book the author charts the history and development of modern probability theory.
Probabilistic Symmetries And Invariance Principles
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Author : Olav Kallenberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-15
Probabilistic Symmetries And Invariance Principles 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 2005-12-15 with Mathematics categories.
"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.
Foundations Of The Theory Of Probability
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Author : A. N. Kolmogorov
language : en
Publisher: American Mathematical Soc.
Release Date : 2019-06-04
Foundations Of The Theory Of Probability written by A. N. Kolmogorov 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 2019-06-04 with Education categories.
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Probability With Martingales
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Author : David Williams
language : en
Publisher: Cambridge University Press
Release Date : 1991-02-14
Probability With Martingales written by David Williams 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 1991-02-14 with Mathematics categories.
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
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.
Foundations Of The Theory Of Probability
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Author : A.N. Kolmogorov
language : en
Publisher: Courier Dover Publications
Release Date : 2018-04-18
Foundations Of The Theory Of Probability written by A.N. Kolmogorov and has been published by Courier Dover Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-18 with Mathematics categories.
This famous little book remains a foundational text for the understanding of probability theory, important both to students beginning a serious study of probability and to historians of modern mathematics. 1956 second edition.