Probability With Martingales
DOWNLOAD
Download Probability With Martingales PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Probability With Martingales 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
Probability With Martingales
DOWNLOAD
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 With Martingales
DOWNLOAD
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.
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.
Probability Theory
DOWNLOAD
Author : Yuan S. Chow
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Probability Theory written by Yuan S. Chow 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 2012-12-06 with Mathematics categories.
Apart from new examples and exercises, some simplifications of proofs, minor improvements, and correction of typographical errors, the principal change from the first edition is the addition of section 9.5, dealing with the central limit theorem for martingales and more general stochastic arrays. vii Preface to the First Edition Probability theory is a branch of mathematics dealing with chance phenomena and has clearly discernible links with the real world. The origins of the sub ject, generally attributed to investigations by the renowned French mathe matician Fermat of problems posed by a gambling contemporary to Pascal, have been pushed back a century earlier to the Italian mathematicians Cardano and Tartaglia about 1570 (Ore, 1953). Results as significant as the Bernoulli weak law of large numbers appeared as early as 1713, although its counterpart, the Borel strong law oflarge numbers, did not emerge until 1909. Central limit theorems and conditional probabilities were already being investigated in the eighteenth century, but the first serious attempts to grapple with the logical foundations of probability seem to be Keynes (1921), von Mises (1928; 1931), and Kolmogorov (1933).
Martingale Limit Theory And Its Application
DOWNLOAD
Author : P. Hall
language : en
Publisher: Academic Press
Release Date : 2014-07-10
Martingale Limit Theory And Its Application written by P. Hall and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-10 with Mathematics categories.
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.
Measures Integrals And Martingales
DOWNLOAD
Author : René L. Schilling
language : en
Publisher: Cambridge University Press
Release Date : 2005-11-10
Measures Integrals And Martingales written by René L. Schilling 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 2005-11-10 with Mathematics categories.
This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.
Probability
DOWNLOAD
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.
Martingale Methods In Financial Modelling
DOWNLOAD
Author : Marek Musiela
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Martingale Methods In Financial Modelling written by Marek Musiela 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 2013-06-29 with Mathematics categories.
A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.
Probability Theory
DOWNLOAD
Author : Yuan Shih Chow
language : en
Publisher: Practising Law Institute
Release Date : 2003-10-17
Probability Theory written by Yuan Shih Chow and has been published by Practising Law Institute this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-10-17 with Mathematics categories.
Now in paperback, this text covers major theorems of probability theory and the measure theoretical foundations of the subject. Main topics treated are independence, interchangeability, and martingales, with special emphasis on stopping time, both as tools in proving theorems and as objects of interest themselves. This edition contains much new material, such as U-statistic, additional theorems and examples, and simpler versions of some proofs.
Theory Of Martingales
DOWNLOAD
Author : Robert Liptser
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Theory Of Martingales written by Robert Liptser 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 2012-12-06 with Mathematics categories.
One service mathematics has rc:ndered the 'Et moi, "', si j'avait su comment CD revenir, je n'y serais point alle. ' human race. It has put common SCIIJC back Jules Verne where it belongs. on the topmost shelf next to tbe dusty canister 1abdled 'discarded non- The series is divergent; tberefore we may be sense'. able to do sometbing witb it Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science ... '; 'One service category theory has rendered mathematics ... '. All arguably true_ And all statements obtainable this way form part of the raison d'etre of this series_ This series, Mathematics and Its ApplicatiOns, started in 1977. Now that over one hundred volumes have appeared it seems opportune to reexamine its scope_ At the time I wrote "Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the 'tree' of knowledge of mathematics and related fields does not grow only by putting forth new branches.
Probability Theory
DOWNLOAD
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.