A Modern Approach to Probability Theory PDF Download
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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.
Author: Bert E. Fristedt
Publisher: Springer Science & Business Media
ISBN: 1489928375
Category : Mathematics
Languages : en
Pages : 775
Get Book
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.
Author: F.M. Dekking
Publisher: Springer Science & Business Media
ISBN: 1846281687
Category : Mathematics
Languages : en
Pages : 488
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Book Description
Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books
Author: Emanuel Parzen
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 666
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Book Description
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.
Author: Edward Nelson
Publisher: Princeton University Press
ISBN: 1400882141
Category : Mathematics
Languages : en
Pages : 107
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Book Description
Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Author: Davar Khoshnevisan
Publisher: American Mathematical Soc.
ISBN: 0821842153
Category : Probabilities
Languages : en
Pages : 242
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Book Description
This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.
Author: B. Ramdas Bhat
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 296
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Book Description
A comprehensive treatment, unique in covering probability theory independently of modern theory. New edition features additional problems, examples that show scope and limitations of various results, and enlarged chapters on laws of large numbers, extensions, and generalizations.
Author: Seán Dineen
Publisher: American Mathematical Soc.
ISBN: 0821894900
Category : Mathematics
Languages : en
Pages : 323
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Book Description
The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of
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.
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.
