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Author: Emanuel Parzen Publisher: ISBN: 9781258643379 Category : Languages : en Pages : 482
Book Description
Mathematical probability theory is especially interesting to scientists and engineers. It introduces probability theory, showing how probability problems can be formulated mathematically to systematically attack routine methods. Topics include independence and dependence, probability laws and random variables. Over 500 exercises, an appendix of useful tables and answers to odd-numbered questions are also included.
Author: Emanuel Parzen Publisher: ISBN: 9781258643379 Category : Languages : en Pages : 482
Book Description
Mathematical probability theory is especially interesting to scientists and engineers. It introduces probability theory, showing how probability problems can be formulated mathematically to systematically attack routine methods. Topics include independence and dependence, probability laws and random variables. Over 500 exercises, an appendix of useful tables and answers to odd-numbered questions are also included.
Author: Bert E. Fristedt Publisher: Springer Science & Business Media ISBN: 1489928375 Category : Mathematics Languages : en Pages : 775
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.
Author: Olav Kallenberg Publisher: Springer Science & Business Media ISBN: 9780387953137 Category : Mathematics Languages : en Pages : 670
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.
Author: Emanuel Parzen Publisher: ISBN: 9781258649012 Category : Languages : en Pages : 482
Book Description
Mathematical probability theory is especially interesting to scientists and engineers. It introduces probability theory, showing how probability problems can be formulated mathematically to systematically attack routine methods. Topics include independence and dependence, probability laws and random variables. Over 500 exercises, an appendix of useful tables and answers to odd-numbered questions are also included.
Author: B. Ramdas Bhat Publisher: ISBN: Category : Mathematics Languages : en Pages : 296
Book Description
A comprehensive treatment, unique in covering probability theory independently of modern theory. New edition features additional problems, examples that show scope and limitations of various results, and enlarged chapters on laws of large numbers, extensions, and generalizations.
Author: Olav Kallenberg Publisher: Springer Science & Business Media ISBN: 0387227040 Category : Mathematics Languages : en Pages : 523
Book Description
Unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L=82vy processes, weak convergence, It=93 calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters. From the author of "Random Measures".
Author: Emanuel Parzen
Author: Emanuel Parzen
Author: Emanuel Parzen
Author: Bert E. Fristedt
Author: Emanuel Parzen
Author: Emanuel Parzen
Author: Olav Kallenberg
Author: Eianuel Parzen
Author: Emanuel Parzen
Author: B. Ramdas Bhat
Author: Olav Kallenberg