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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: Olav Kallenberg
Publisher: Springer Science & Business Media
ISBN: 9780387953137
Category : Mathematics
Languages : en
Pages : 670
Get Book
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: 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.
Author: Olav Kallenberg
Publisher: Springer Science & Business Media
ISBN: 0387227040
Category : Mathematics
Languages : en
Pages : 523
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Book Description
Unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L=82vy processes, weak convergence, It=93 calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters. From the author of "Random Measures".
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: Emanuel Parzen
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 666
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Book Description
Author: A. N. Kolmogorov
Publisher: American Mathematical Soc.
ISBN: 1470452995
Category : Education
Languages : en
Pages : 84
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Book Description
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Author: Olav Kallenberg
Publisher: Springer
ISBN: 3319415980
Category : Mathematics
Languages : en
Pages : 680
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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.
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.
Author: Achim Klenke
Publisher: Springer Science & Business Media
ISBN: 1848000480
Category : Mathematics
Languages : en
Pages : 621
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Book Description
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.
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.
