Foundations of Modern Probability

Foundations of Modern Probability PDF Author: Olav Kallenberg
Publisher: Springer Science & Business Media
ISBN: 9780387953137
Category : Mathematics
Languages : en
Pages : 670

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Book Description
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

Foundations of Modern Probability PDF Author: Olav Kallenberg
Publisher: Springer Science & Business Media
ISBN: 9780387953137
Category : Mathematics
Languages : en
Pages : 670

Get Book Here

Book Description
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

Foundations of Modern Probability PDF Author: Olav Kallenberg
Publisher: Springer
ISBN: 9783030618704
Category : Mathematics
Languages : en
Pages : 0

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Book Description
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.

Creating Modern Probability

Creating Modern Probability PDF Author: Jan von Plato
Publisher: Cambridge University Press
ISBN: 9780521597357
Category : Mathematics
Languages : en
Pages : 336

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Book Description
In this book the author charts the history and development of modern probability theory.

Foundations of the Theory of Probability

Foundations of the Theory of Probability PDF Author: A. N. Kolmogorov
Publisher: American Mathematical Soc.
ISBN: 1470452995
Category : Education
Languages : en
Pages : 94

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Book Description
AMS Chelsea Publishing: An Imprint of the American Mathematical Society

Random Measures, Theory and Applications

Random Measures, Theory and Applications PDF Author: Olav Kallenberg
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 706

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Book Description
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.

A Modern Approach to Probability Theory

A Modern Approach to Probability Theory PDF Author: Bert E. Fristedt
Publisher: Springer Science & Business Media
ISBN: 1489928375
Category : Mathematics
Languages : en
Pages : 775

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Book Description
Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.

Probability with Martingales

Probability with Martingales PDF Author: David Williams
Publisher: Cambridge University Press
ISBN: 9780521406055
Category : Mathematics
Languages : en
Pages : 274

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Book Description
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.

High-Dimensional Probability

High-Dimensional Probability PDF Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

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Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Good Thinking

Good Thinking PDF Author: Irving J. Good
Publisher: Courier Corporation
ISBN: 0486474380
Category : Mathematics
Languages : en
Pages : 353

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Book Description
These sparkling essays by a gifted thinker offer philosophical views on the roots of statistical interference. A pioneer in the early development of computing, Irving J. Good made fundamental contributions to the theory of Bayesian inference and was a key member of the team that broke the German Enigma code during World War II. Good maintains that a grasp of probability is essential to answering both practical and philosophical questions. This compilation of his most accessible works concentrates on philosophical rather than mathematical subjects, ranging from rational decisions, randomness, and the nature of probability to operational research, artificial intelligence, cognitive psychology, and chess. These twenty-three self-contained articles represent the author's work in a variety of fields but are unified by a consistently rational approach. Five closely related sections explore Bayesian rationality; probability; corroboration, hypothesis testing, and simplicity; information and surprise; and causality and explanation. A comprehensive index, abundant references, and a bibliography refer readers to classic and modern literature. Good's thought-provoking observations and memorable examples provide scientists, mathematicians, and historians of science with a coherent view of probability and its applications.

The Theory of Probability

The Theory of Probability PDF Author: Santosh S. Venkatesh
Publisher: Cambridge University Press
ISBN: 1107024471
Category : Mathematics
Languages : en
Pages : 830

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Book Description
From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.