Lectures In Probability Theory And Mathematical Statistics


Lectures In Probability Theory And Mathematical Statistics
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Lectures In Probability Theory And Mathematical Statistics


Lectures In Probability Theory And Mathematical Statistics
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Author : Stefan Zubrzycki
language : en
Publisher: Elsevier Publishing Company
Release Date : 1972

Lectures In Probability Theory And Mathematical Statistics written by Stefan Zubrzycki and has been published by Elsevier Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972 with Mathematics categories.


Events and probability; Probabilities in the most important spaces of elementary events; Conditional probability, stochastic independence of events; Classical limit theorems; Random variables; Laws of large numbers; Central limit theorems of probability theory; Statistical inference.



Lectures On Probability Theory And Mathematical Statistics 2nd Edition


Lectures On Probability Theory And Mathematical Statistics 2nd Edition
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Author : Marco Taboga
language : en
Publisher:
Release Date : 2012-12-08

Lectures On Probability Theory And Mathematical Statistics 2nd Edition written by Marco Taboga and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-08 with Mathematical statistics categories.


This book is a collection of lectures on probability theory and mathematical statistics. It provides an accessible introduction to topics that are not usually found in elementary textbooks. It collects results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books.The main topics covered by the book are as follows.PART 1 - MATHEMATICAL TOOLS: set theory, permutations, combinations, partitions, sequences and limits, review of differentiation and integration rules, the Gamma and Beta functions.PART 2 - FUNDAMENTALS OF PROBABILITY: events, probability, independence, conditional probability, Bayes' rule, random variables and random vectors, expected value, variance, covariance, correlation, covariance matrix, conditional distributions and conditional expectation, independent variables, indicator functions.PART 3 - ADDITIONAL TOPICS IN PROBABILITY THEORY: probabilistic inequalities, construction of probability distributions, transformations of probability distributions, moments and cross-moments, moment generating functions, characteristic functions.PART 4 - PROBABILITY DISTRIBUTIONS: Bernoulli, binomial, Poisson, uniform, exponential, normal, Chi-square, Gamma, Student's t, F, multinomial, multivariate normal, multivariate Student's t, Wishart.PART 5 - MORE DETAILS ABOUT THE NORMAL DISTRIBUTION: linear combinations, quadratic forms, partitions.PART 6 - ASYMPTOTIC THEORY: sequences of random vectors and random variables, pointwise convergence, almost sure convergence, convergence in probability, mean-square convergence, convergence in distribution, relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, Continuous Mapping Theorem, Slutski's Theorem.PART 7 - FUNDAMENTALS OF STATISTICS: statistical inference, point estimation, set estimation, hypothesis testing, statistical inferences about the mean, statistical inferences about the variance.



Lectures On Probability Theory And Mathematical Statistics 3rd Edition


Lectures On Probability Theory And Mathematical Statistics 3rd Edition
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Author : Marco Taboga
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2017-12-08

Lectures On Probability Theory And Mathematical Statistics 3rd Edition written by Marco Taboga and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-08 with Mathematical statistics categories.


The book is a collection of 80 short and self-contained lectures covering most of the topics that are usually taught in intermediate courses in probability theory and mathematical statistics. There are hundreds of examples, solved exercises and detailed derivations of important results. The step-by-step approach makes the book easy to understand and ideal for self-study. One of the main aims of the book is to be a time saver: it contains several results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books. The topics covered by the book are as follows. PART 1 - MATHEMATICAL TOOLS: set theory, permutations, combinations, partitions, sequences and limits, review of differentiation and integration rules, the Gamma and Beta functions. PART 2 - FUNDAMENTALS OF PROBABILITY: events, probability, independence, conditional probability, Bayes' rule, random variables and random vectors, expected value, variance, covariance, correlation, covariance matrix, conditional distributions and conditional expectation, independent variables, indicator functions. PART 3 - ADDITIONAL TOPICS IN PROBABILITY THEORY: probabilistic inequalities, construction of probability distributions, transformations of probability distributions, moments and cross-moments, moment generating functions, characteristic functions. PART 4 - PROBABILITY DISTRIBUTIONS: Bernoulli, binomial, Poisson, uniform, exponential, normal, Chi-square, Gamma, Student's t, F, multinomial, multivariate normal, multivariate Student's t, Wishart. PART 5 - MORE DETAILS ABOUT THE NORMAL DISTRIBUTION: linear combinations, quadratic forms, partitions. PART 6 - ASYMPTOTIC THEORY: sequences of random vectors and random variables, pointwise convergence, almost sure convergence, convergence in probability, mean-square convergence, convergence in distribution, relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, Continuous Mapping Theorem, Slutsky's Theorem. PART 7 - FUNDAMENTALS OF STATISTICS: statistical inference, point estimation, set estimation, hypothesis testing, statistical inferences about the mean, statistical inferences about the variance.



Lectures On Probability Theory And Statistics


Lectures On Probability Theory And Statistics
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Author : Erwin Bolthausen
language : en
Publisher: Springer
Release Date : 2004-06-04

Lectures On Probability Theory And Statistics written by Erwin Bolthausen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-04 with Mathematics categories.


This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999. We thank the authors for all the hard work they accomplished. Their lectures are a work of reference in their domain. The School brought together 85 participants, 31 of whom gave a lecture concerning their research work. At the end of this volume you will find the list of participants and their papers. Finally, to facilitate research concerning previous schools we give here the number of the volume of "Lecture Notes" where they can be found: Lecture Notes in Mathematics 1975: n ° 539- 1971: n ° 307- 1973: n ° 390- 1974: n ° 480- 1979: n ° 876- 1976: n ° 598- 1977: n ° 678- 1978: n ° 774- 1980: n ° 929- 1981: n ° 976- 1982: n ° 1097- 1983: n ° 1117- 1988: n ° 1427- 1984: n ° 1180- 1985-1986 et 1987: n ° 1362- 1989: n ° 1464- 1990: n ° 1527- 1991: n ° 1541- 1992: n ° 1581- 1993: n ° 1608- 1994: n ° 1648- 1995: n ° 1690- 1996: n ° 1665- 1997: n ° 1717- 1998: n ° 1738- Lecture Notes in Statistics 1971: n ° 307- Table of Contents Part I Erwin Bolthausen: Large Deviations and Interacting Random Walks 1 On the construction of the three-dimensional polymer measure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2 Self-attracting random walks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3 One-dimensional pinning-depinning transitions. . . . . . . . . . . 105 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .



Lectures On Probability Theory And Statistics


Lectures On Probability Theory And Statistics
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Author : J. Bernard Pierre Bertoin
language : en
Publisher:
Release Date : 2014-01-15

Lectures On Probability Theory And Statistics written by J. Bernard Pierre Bertoin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.




Lectures And Conferences On Mathematical Statistics And Probability


Lectures And Conferences On Mathematical Statistics And Probability
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Author : Jerzy Neyman
language : en
Publisher:
Release Date : 1952

Lectures And Conferences On Mathematical Statistics And Probability written by Jerzy Neyman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1952 with Mathematical statistics categories.




Lectures On Probability Theory And Statistics


Lectures On Probability Theory And Statistics
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Author : J. Bertoin
language : en
Publisher: Springer
Release Date : 2004-09-03

Lectures On Probability Theory And Statistics written by J. Bertoin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-09-03 with Mathematics categories.


Part I, Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear Brownian motion.- Part II, Martinelli, F.: Lectures on Glauber Dynamics for Discrete Spin Models: Introduction.- Gibbs Measures of Lattice Spin Models.- The Glauber Dynamics.- One Phase Region.- Boundary Phase Transitions.- Phase Coexistence.- Glauber Dynamics for the Dilute Ising Model.- Part III, Peres, Yu.: Probability on Trees: An Introductory Climb: Preface.- Basic Definitions and a Few Highlights.- Galton-Watson Trees.- General percolation on a connected graph.- The first-Moment method.- Quasi-independent Percolation.- The second Moment Method.- Electrical Networks.- Infinite Networks.- The Method of Random Paths.- Transience of Percolation Clusters.- Subperiodic Trees.- The Random Walks RW (lambda) .- Capacity.-.Intersection-Equivalence.- Reconstruction for the Ising Model on a Tree,- Unpredictable Paths in Z and EIT in Z3.- Tree-Indexed Processes.- Recurrence for Tree-Indexed Markov Chains.- Dynamical Pecsolation.- Stochastic Domination Between Trees.



Lectures On Probability Theory And Statistics


Lectures On Probability Theory And Statistics
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Author : Sergio Albeverio
language : en
Publisher: Springer
Release Date : 2003-07-03

Lectures On Probability Theory And Statistics written by Sergio Albeverio and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-03 with Mathematics categories.


In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.



Lectures On Probability Theory And Statistics


Lectures On Probability Theory And Statistics
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Author : M. Emery
language : en
Publisher: Springer
Release Date : 2007-05-06

Lectures On Probability Theory And Statistics written by M. Emery and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-06 with Mathematics categories.


This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during 17th Aug. - 3rd Sept. 1998. The contents of the three courses are the following: - Continuous martingales on differential manifolds. - Topics in non-parametric statistics. - Free probability theory. The reader is expected to have a graduate level in probability theory and statistics. This book is of interest to PhD students in probability and statistics or operators theory as well as for researchers in all these fields. The series of lecture notes from the Saint-Flour Probability Summer School can be considered as an encyclopedia of probability theory and related fields.



Lectures On Probability Theory And Statistics


Lectures On Probability Theory And Statistics
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Author : Wendelin Werner
language : en
Publisher: Springer Science & Business Media
Release Date :

Lectures On Probability Theory And Statistics written by Wendelin Werner 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 with categories.