Probability Theory
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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.
Concepts of Probability Theory
Author | : Paul E. Pfeiffer |
Publsiher | : Courier Corporation |
Total Pages | : 416 |
Release | : 2013-05-13 |
Genre | : Mathematics |
ISBN | : 9780486165660 |
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Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more. For advanced undergraduates students of science, engineering, or math. Includes problems with answers and six appendixes. 1965 edition.
Probability Theory
Author | : Nikolai Dokuchaev |
Publsiher | : World Scientific Publishing Company |
Total Pages | : 224 |
Release | : 2015-06-12 |
Genre | : Business & Economics |
ISBN | : 9789814678056 |
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This book provides a systematic, self-sufficient and yet short presentation of the mainstream topics on introductory Probability Theory with some selected topics from Mathematical Statistics. It is suitable for a 10- to 14-week course for second- or third-year undergraduate students in Science, Mathematics, Statistics, Finance, or Economics, who have completed some introductory course in Calculus. There is a sufficient number of problems and solutions to cover weekly tutorials.
Basic Probability Theory
Author | : Robert B. Ash |
Publsiher | : Courier Corporation |
Total Pages | : 354 |
Release | : 2008-06-26 |
Genre | : Mathematics |
ISBN | : 9780486466286 |
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This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Geared toward advanced undergraduates and graduate students, its sole prerequisite is calculus. Taking statistics as its major field of application, the text opens with a review of basic concepts, advancing to surveys of random variables, the properties of expectation, conditional probability and expectation, and characteristic functions. Subsequent topics include infinite sequences of random variables, Markov chains, and an introduction to statistics. Complete solutions to some of the problems appear at the end of the book.
Probability Theory
Author | : Alexandr A. Borovkov |
Publsiher | : Springer Science & Business Media |
Total Pages | : 733 |
Release | : 2013-06-22 |
Genre | : Mathematics |
ISBN | : 9781447152019 |
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This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.
Probability and Statistics
Author | : Michael J. Evans,Jeffrey S. Rosenthal |
Publsiher | : WH Freeman |
Total Pages | : 200 |
Release | : 2010-03-01 |
Genre | : Mathematics |
ISBN | : 1429224630 |
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Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor to the course, incorporating the computer and offering an integrated approach to inference that includes the frequency approach and the Bayesian inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout. Math and science majors with just one year of calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. The new edition includes a number of features designed to make the material more accessible and level-appropriate to the students taking this course today.
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 Theory
Author | : Yakov G. Sinai |
Publsiher | : Springer Science & Business Media |
Total Pages | : 148 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 9783662028452 |
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Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanics, not usually included in a book for beginners. The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic. The introductory notions and classical results are included, of course: random variables, the central limit theorem, the law of large numbers, conditional probability, random walks, etc. Sinai's style is accessible and clear, with interesting examples to accompany new ideas. Besides statistical mechanics, other interesting, less common topics found in the book are: percolation, the concept of stability in the central limit theorem and the study of probability of large deviations. Little more than a standard undergraduate course in analysis is assumed of the reader. Notions from measure theory and Lebesgue integration are introduced in the second half of the text. The book is suitable for second or third year students in mathematics, physics or other natural sciences. It could also be usedby more advanced readers who want to learn the mathematics of probability theory and some of its applications in statistical physics.