Lectures On Probability Theory And Statistics

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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 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

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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.

Introduction To Probability

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Author : Joseph K. Blitzstein
language : en
Publisher: CRC Press
Release Date : 2014-07-24

Introduction To Probability written by Joseph K. Blitzstein and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-24 with Mathematics categories.

Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and tools for understanding statistics, randomness, and uncertainty. The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo (MCMC). Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version. The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces. The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.

Lectures On The Combinatorics Of Free Probability

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Author : Alexandru Nica
language : en
Publisher: Cambridge University Press
Release Date : 2006-09-07

Lectures On The Combinatorics Of Free Probability written by Alexandru Nica 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 2006-09-07 with Mathematics categories.

This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.

Probability Theory

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Author : E. T. Jaynes
language : en
Publisher: Cambridge University Press
Release Date : 2003-04-10

Probability Theory written by E. T. Jaynes 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 2003-04-10 with Mathematics categories.

Index.

Introduction To Probability

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Author : Dimitri P. Bertsekas
language : en
Publisher:
Release Date : 2002

Introduction To Probability written by Dimitri P. Bertsekas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.

Introduction To Probability Statistics And Random Processes

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Author : Hossein Pishro-Nik
language : en
Publisher:
Release Date : 2014-08-15

Introduction To Probability Statistics And Random Processes written by Hossein Pishro-Nik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-15 with Probabilities categories.

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Probability Theory

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Author : Yakov G. Sinai
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Probability Theory written by Yakov G. Sinai 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 2013-03-09 with Mathematics categories.

Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanics, not usually included in a book for beginners. The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic. The introductory notions and classical results are included, of course: random variables, the central limit theorem, the law of large numbers, conditional probability, random walks, etc. Sinai's style is accessible and clear, with interesting examples to accompany new ideas. Besides statistical mechanics, other interesting, less common topics found in the book are: percolation, the concept of stability in the central limit theorem and the study of probability of large deviations. Little more than a standard undergraduate course in analysis is assumed of the reader. Notions from measure theory and Lebesgue integration are introduced in the second half of the text. The book is suitable for second or third year students in mathematics, physics or other natural sciences. It could also be usedby more advanced readers who want to learn the mathematics of probability theory and some of its applications in statistical physics.

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.