Limit Theorems Of Probability Theory
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Limit Theorems of Probability Theory
Author | : Yu.V. Prokhorov,V. Statulevicius |
Publsiher | : Springer Science & Business Media |
Total Pages | : 280 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9783662041727 |
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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.
A History of the Central Limit Theorem
Author | : Hans Fischer |
Publsiher | : Springer Science & Business Media |
Total Pages | : 415 |
Release | : 2010-10-08 |
Genre | : Mathematics |
ISBN | : 9780387878577 |
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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.
Heads or Tails
Author | : Emmanuel Lesigne |
Publsiher | : American Mathematical Soc. |
Total Pages | : 162 |
Release | : 2005 |
Genre | : Limit theorems |
ISBN | : 9780821837146 |
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Everyone knows some of the basics of probability, perhaps enough to play cards. Beyond the introductory ideas, there are many wonderful results that are unfamiliar to the layman, but which are well within our grasp to understand and appreciate. Some of the most remarkable results in probability are those that are related to limit theorems--statements about what happens when the trial is repeated many times. The most famous of these is the Law of Large Numbers, which mathematicians,engineers, economists, and many others use every day. In this book, Lesigne has made these limit theorems accessible by stating everything in terms of a game of tossing of a coin: heads or tails. In this way, the analysis becomes much clearer, helping establish the reader's intuition aboutprobability. Moreover, very little generality is lost, as many situations can be modelled from combinations of coin tosses. This book is suitable for anyone who would like to learn more about mathematical probability and has had a one-year undergraduate course in analysis.
Limit Theorems in Probability and Statistics
Author | : I. Berkes,Endre Csáki,Pál Révész |
Publsiher | : North Holland |
Total Pages | : 572 |
Release | : 1990 |
Genre | : Mathematics |
ISBN | : UOM:39015019852436 |
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Probability
Author | : Rick Durrett |
Publsiher | : Cambridge University Press |
Total Pages | : 135 |
Release | : 2010-08-30 |
Genre | : Mathematics |
ISBN | : 9781139491136 |
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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
Author | : Henry McKean |
Publsiher | : Cambridge University Press |
Total Pages | : 487 |
Release | : 2014-11-27 |
Genre | : Computers |
ISBN | : 9781107053212 |
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A leading authority sheds light on a variety of interesting topics in which probability theory plays a key role.
Limit Theorems in Probability Statistics and Number Theory
Author | : Peter Eichelsbacher,Guido Elsner,Holger Kösters,Matthias Löwe,Franz Merkl,Silke Rolles |
Publsiher | : Springer Science & Business Media |
Total Pages | : 317 |
Release | : 2013-04-23 |
Genre | : Mathematics |
ISBN | : 9783642360688 |
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Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic enumerative combinatorics, particle systems and approximation theory, and are important for new approaches in geometric and metric number theory as well. Thus, the contributions in this book include a wide range of applications with surprising connections ranging from longest common subsequences for words, permutation groups, random matrices and free probability to entropy problems and metric number theory. The book is the product of a conference that took place in August 2011 in Bielefeld, Germany to celebrate the 60th birthday of Friedrich Götze, a noted expert in this field.
Limit Theorems for Associated Random Fields and Related Systems
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 2024 |
Genre | : Electronic Book |
ISBN | : 9789814474573 |
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