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Probability Theory III
Author | : Yurij V. Prokhorov,Albert N. Shiryaev |
Publsiher | : Springer Science & Business Media |
Total Pages | : 260 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9783662036402 |
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This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.
Probability Theory
Author | : Achim Klenke |
Publsiher | : Springer Science & Business Media |
Total Pages | : 621 |
Release | : 2007-12-31 |
Genre | : Mathematics |
ISBN | : 9781848000483 |
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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.
Probability Theory III
![Probability Theory III](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Prokhorov |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 1989 |
Genre | : Electronic Book |
ISBN | : OCLC:249368723 |
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Probability Theory
Author | : Michel Loeve |
Publsiher | : Courier Dover Publications |
Total Pages | : 705 |
Release | : 2017-07-18 |
Genre | : Mathematics |
ISBN | : 9780486814889 |
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Following its 1963 publication, this volume served as the standard advanced text in probability theory. Suitable for undergraduate and graduate students, the treatment includes extensive introductory material.
Probability Theory III Stochastic Calculus
![Probability Theory III Stochastic Calculus](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Yu. V. Prokhorov,Al'bert Nikolaevich Shiriaev |
Publsiher | : Unknown |
Total Pages | : 253 |
Release | : 1998 |
Genre | : Electronic Book |
ISBN | : OCLC:637730340 |
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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.
Foundations of Constructive Probability Theory
Author | : Yuen-Kwok Chan |
Publsiher | : Cambridge University Press |
Total Pages | : 627 |
Release | : 2021-05-27 |
Genre | : Mathematics |
ISBN | : 9781108835435 |
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This book provides a systematic and general theory of probability within the framework of constructive mathematics.
A Basic Course in Probability Theory
Author | : Rabi Bhattacharya,Edward C. Waymire |
Publsiher | : Springer |
Total Pages | : 265 |
Release | : 2017-02-13 |
Genre | : Mathematics |
ISBN | : 9783319479743 |
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This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.