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

Get Book Here

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.

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

Get Book Here

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.

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.

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

Get Book Here

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

Probability PDF Author: Davar Khoshnevisan
Publisher: American Mathematical Soc.
ISBN: 9780821884010
Category : Mathematics
Languages : en
Pages : 248

Get Book Here

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.

Classical Probability in the Enlightenment

Classical Probability in the Enlightenment PDF Author: Lorraine Daston
Publisher: Princeton University Press
ISBN: 9780691006444
Category : History
Languages : en
Pages : 456

Get Book Here

Book Description
"This book presents a comprehensive, insightful survey of the history of probability, both in terms of its scientific and its social uses. . . . It represents a substantial contribution not only to the history of probability but also to our understanding of the Enlightenment in general".--Joseph W. Dauben, "American Scientist".

Probability Theory

Probability Theory PDF Author: R.G. Laha
Publisher: Courier Dover Publications
ISBN: 0486842304
Category : Mathematics
Languages : en
Pages : 576

Get Book Here

Book Description
This comprehensive presentation of the basic concepts of probability theory examines both classical and modern methods. The treatment emphasizes the relationship between probability theory and mathematical analysis, and it stresses applications to statistics as well as to analysis. Topics include: • The laws of large numbers • Distribution and characteristic functions • The central limit problem • Dependence • Random variables taking values in a normed linear space Each chapter features worked examples in addition to problems, and bibliographical references to supplementary reading material enhance the text. For advanced undergraduates and graduate students in mathematics.

Creating Modern Probability

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

Get Book Here

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

Modern Theory of Summation of Random Variables

Modern Theory of Summation of Random Variables PDF Author: Vladimir M. Zolotarev
Publisher: Walter de Gruyter
ISBN: 3110936534
Category : Mathematics
Languages : en
Pages : 429

Get Book Here

Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

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

Get Book Here

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

Advanced Probability Theory, Second Edition,

Advanced Probability Theory, Second Edition, PDF Author: Janos Galambos
Publisher: CRC Press
ISBN: 9780824793326
Category : Mathematics
Languages : en
Pages : 484

Get Book Here

Book Description
This work thoroughly covers the concepts and main results of probability theory, from its fundamental principles to advanced applications. This edition provides examples early in the text of practical problems such as the safety of a piece of engineering equipment or the inevitability of wrong conclusions in seemingly accurate medical tests for AIDS and cancer.;College or university bookstores may order five or more copies at a special student price which is available upon request from Marcel Dekker, Inc.