Probability Theory Ii
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Author | : M. Loeve |
Publisher | : Springer Science & Business Media |
Total Pages | : 437 |
Release | : 1978-05-15 |
Genre | : Mathematics |
ISBN | : 0387902627 |
This book is intended as a text for graduate students and as a reference for workers in probability and statistics. The prerequisite is honest calculus. The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study. The introductory part may serve as a text for an undergraduate course in elementary probability theory. Numerous historical marks about results, methods, and the evolution of various fields are an intrinsic part of the text. About a third of the second volume is devoted to conditioning and properties of sequences of various types of dependence. The other two thirds are devoted to random functions; the last Part on Elements of random analysis is more sophisticated.
Author | : Willliam Feller |
Publisher | : John Wiley & Sons |
Total Pages | : 708 |
Release | : 2008-08 |
Genre | : |
ISBN | : 9788126518067 |
· The Exponential and the Uniform Densities· Special Densities. Randomization· Densities in Higher Dimensions. Normal Densities and Processes· Probability Measures and Spaces· Probability Distributions in Rr· A Survey of Some Important Distributions and Processes· Laws of Large Numbers. Applications in Analysis· The Basic Limit Theorems· Infinitely Divisible Distributions and Semi-Groups· Markov Processes and Semi-Groups· Renewal Theory· Random Walks in R1· Laplace Transforms. Tauberian Theorems. Resolvents· Applications of Laplace Transforms· Characteristic Functions· Expansions Related to the Central Limit Theorem,· Infinitely Divisible Distributions· Applications of Fourier Methods to Random Walks· Harmonic Analysis
Author | : M. Loeve |
Publisher | : Springer Science & Business Media |
Total Pages | : 452 |
Release | : 1977-03-29 |
Genre | : Mathematics |
ISBN | : 9780387902104 |
This fourth edition contains several additions. The main ones con cern three closely related topics: Brownian motion, functional limit distributions, and random walks. Besides the power and ingenuity of their methods and the depth and beauty of their results, their importance is fast growing in Analysis as well as in theoretical and applied Proba bility. These additions increased the book to an unwieldy size and it had to be split into two volumes. About half of the first volume is devoted to an elementary introduc tion, then to mathematical foundations and basic probability concepts and tools. The second half is devoted to a detailed study of Independ ence which played and continues to playa central role both by itself and as a catalyst. The main additions consist of a section on convergence of probabilities on metric spaces and a chapter whose first section on domains of attrac tion completes the study of the Central limit problem, while the second one is devoted to random walks. About a third of the second volume is devoted to conditioning and properties of sequences of various types of dependence. The other two thirds are devoted to random functions; the last Part on Elements of random analysis is more sophisticated. The main addition consists of a chapter on Brownian motion and limit distributions.
Author | : |
Publisher | : Allied Publishers |
Total Pages | : 436 |
Release | : 2013 |
Genre | : |
ISBN | : 9788177644517 |
Author | : Achim Klenke |
Publisher | : Springer Science & Business Media |
Total Pages | : 621 |
Release | : 2007-12-31 |
Genre | : Mathematics |
ISBN | : 1848000480 |
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 | : Bert E. Fristedt |
Publisher | : Springer Science & Business Media |
Total Pages | : 775 |
Release | : 2013-11-21 |
Genre | : Mathematics |
ISBN | : 1489928375 |
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.
Author | : M. Loève |
Publisher | : |
Total Pages | : |
Release | : 1977 |
Genre | : |
ISBN | : |
Author | : Paul E. Pfeiffer |
Publisher | : Courier Corporation |
Total Pages | : 418 |
Release | : 2013-05-13 |
Genre | : Mathematics |
ISBN | : 0486165663 |
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.
Author | : R.G. Laha |
Publisher | : Courier Dover Publications |
Total Pages | : 576 |
Release | : 2020-05-21 |
Genre | : Mathematics |
ISBN | : 0486842304 |
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.
Author | : |
Publisher | : |
Total Pages | : |
Release | : 2003 |
Genre | : |
ISBN | : |