Limit Theorems of Probability Theory

Limit Theorems of Probability Theory PDF Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
ISBN: 3662041723
Category : Mathematics
Languages : en
Pages : 280

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Book Description
A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.

Limit Theorems of Probability Theory

Limit Theorems of Probability Theory PDF Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
ISBN: 3662041723
Category : Mathematics
Languages : en
Pages : 280

Get Book Here

Book Description
A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.

Limit Theorems in Probability Theory and Related Fields

Limit Theorems in Probability Theory and Related Fields PDF Author:
Publisher:
ISBN:
Category : Limit theorems (Probability theory)
Languages : en
Pages : 192

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Book Description


Mathematical Statistics and Limit Theorems

Mathematical Statistics and Limit Theorems PDF Author: Marc Hallin
Publisher: Springer
ISBN: 3319124420
Category : Mathematics
Languages : en
Pages : 326

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Book Description
This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.

A History of the Central Limit Theorem

A History of the Central Limit Theorem PDF Author: Hans Fischer
Publisher: Springer Science & Business Media
ISBN: 0387878572
Category : Mathematics
Languages : en
Pages : 415

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Book Description
This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

Probability

Probability PDF Author: Rick Durrett
Publisher: Cambridge University Press
ISBN: 113949113X
Category : Mathematics
Languages : en
Pages :

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Book Description
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.

Probability: The Classical Limit Theorems

Probability: The Classical Limit Theorems PDF Author: Henry McKean
Publisher: Cambridge University Press
ISBN: 1107053218
Category : Computers
Languages : en
Pages : 487

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Book Description
A leading authority sheds light on a variety of interesting topics in which probability theory plays a key role.

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.

Limit Theorems for Randomly Stopped Stochastic Processes

Limit Theorems for Randomly Stopped Stochastic Processes PDF Author: Dmitrii S. Silvestrov
Publisher: Springer Science & Business Media
ISBN: 0857293907
Category : Mathematics
Languages : en
Pages : 408

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Book Description
This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.

Independent and Stationary Sequences of Random Variables

Independent and Stationary Sequences of Random Variables PDF Author: Ilʹdar Abdulovich Ibragimov
Publisher:
ISBN:
Category : Distribution (Probability theory).
Languages : en
Pages : 456

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Book Description


A Course in Probability Theory

A Course in Probability Theory PDF Author: Kai Lai Chung
Publisher: Academic Press
ISBN: 0080570402
Category : Mathematics
Languages : en
Pages : 381

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Book Description
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.