Foundations of Modern Probability

Foundations of Modern Probability
Author: Olav Kallenberg
Publisher: Springer Science & Business Media
Total Pages: 670
Release: 2002-01-08
Genre: Mathematics
ISBN: 9780387953137

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.

Foundations of Modern Probability

Foundations of Modern Probability
Author: Olav Kallenberg
Publisher: Springer
Total Pages: 0
Release: 2021-02-08
Genre: Mathematics
ISBN: 9783030618704

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.

Creating Modern Probability

Creating Modern Probability
Author: Jan von Plato
Publisher: Cambridge University Press
Total Pages: 336
Release: 1998-01-12
Genre: Mathematics
ISBN: 9780521597357

In this book the author charts the history and development of modern probability theory.

Foundations of the Theory of Probability

Foundations of the Theory of Probability
Author: A. N. Kolmogorov
Publisher: American Mathematical Soc.
Total Pages: 94
Release: 2019-06-04
Genre: Education
ISBN: 1470452995

AMS Chelsea Publishing: An Imprint of the American Mathematical Society

Random Measures, Theory and Applications

Random Measures, Theory and Applications
Author: Olav Kallenberg
Publisher: Springer
Total Pages: 706
Release: 2017-04-12
Genre: Mathematics
ISBN: 3319415980

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Probabilistic Symmetries and Invariance Principles

Probabilistic Symmetries and Invariance Principles
Author: Olav Kallenberg
Publisher: Springer Science & Business Media
Total Pages: 536
Release: 2005-07-27
Genre: Mathematics
ISBN: 9780387251158

This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, and rotatability—defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930's, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book. Olav Kallenberg received his Ph.D. in 1972 from Chalmers University in Gothenburg, Sweden. After teaching for many years at Swedish universities, he moved in 1985 to the US, where he is currently Professor of Mathematics at Auburn University. He is well known for his previous books Random Measures (4th edition, 1986) and Foundations of Modern Probability (2nd edition, 2002) and for numerous research papers in all areas of probability. In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991–94, he served as the Editor in Chief of Probability Theory and Related Fields. Professor Kallenberg is an elected fellow of the Institute of Mathematical Statistics.

A Modern Approach to Probability Theory

A Modern Approach to Probability Theory
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.

Foundations of Modern Analysis

Foundations of Modern Analysis
Author: Avner Friedman
Publisher: Courier Corporation
Total Pages: 276
Release: 1982-01-01
Genre: Mathematics
ISBN: 9780486640624

Measure and integration, metric spaces, the elements of functional analysis in Banach spaces, and spectral theory in Hilbert spaces — all in a single study. Only book of its kind. Unusual topics, detailed analyses. Problems. Excellent for first-year graduate students, almost any course on modern analysis. Preface. Bibliography. Index.

Philosophical Foundations of Probability Theory

Philosophical Foundations of Probability Theory
Author: Roy Weatherford
Publisher: Taylor & Francis
Total Pages: 220
Release: 2022-06-01
Genre: Philosophy
ISBN: 1000626091

First published in 1982, Philosophical Foundations of Probability Theory starts with the uses we make of the concept in everyday life and then examines the rival theories that seek to account for these applications. It offers a critical exposition of the major philosophical theories of probability, with special attention given to the metaphysical and epistemological assumptions and implications of each. The Classical Theory suggests probability is simply the ratio of favorable cases to all equi-possible cases: it is this theory that is relied on by gamblers and by most non-specialists. The A Priori Theory, on the other hand, describes probability as a logical relation between statements based on evidence. The Relative Frequency theories locate it not in logic but among empirical rates of occurrence in the real world, while the Subjectivist Theory identifies probability with the degree of a person’s belief in a proposition. Each of these types of theory is examined in turn, and the treatment is unified by the use of running examples and parallel analyses of each theory. The final chapter includes a summary and the author’s conclusions. This book is an essential read for scholars and researchers of Philosophy.