Lectures On Probability Theory And Mathematical Statistics
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Lectures On Probability Theory And Mathematical Statistics
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Author : Marco Taboga
language : en
Publisher:
Release Date : 2012-09-13
Lectures On Probability Theory And Mathematical Statistics 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 2012-09-13 with 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.
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
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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 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.
Probability Theory And Mathematical Statistics
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Author : B. Grigelionis
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2020-05-18
Probability Theory And Mathematical Statistics written by B. Grigelionis and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-18 with Mathematics categories.
No detailed description available for "Probability Theory and Mathematical Statistics".
Lectures On Probability Theory And Statistics
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Author : Erwin Bolthausen
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-08-20
Lectures On Probability Theory And Statistics written by Erwin Bolthausen 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 2002-08-20 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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Probability Theory And Mathematical Statistics
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Author : Bronius Grigelionis
language : en
Publisher: VSP
Release Date : 1999
Probability Theory And Mathematical Statistics written by Bronius Grigelionis and has been published by VSP this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematics categories.
The 7th Vilnius Conference on Probability Theory and Mathematical Statistics was held together with the 22nd European Meeting of Statisticians, 12--18 August 1998. This Proceedings volume contains invited lectures as well as some selected contributed papers. Topics included in the conference are: general inference; time series; statistics and probability in the life sciences; statistics and probability in natural and social science; applied probability; probability.
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
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Author : Amir Dembo
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-11-03
Lectures On Probability Theory And Statistics written by Amir Dembo 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 2005-11-03 with Mathematics categories.
This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.
Lectures On Probability Theory And Statistics
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Author : Erwin Bolthausen
language : en
Publisher: Springer
Release Date : 2014-03-12
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 2014-03-12 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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .