Author : Jeffrey Seth Rosenthal
Publisher : World Scientific
Page : 238 pages
File Size : 33,75 MB
Release : 2006
Category : Mathematics
ISBN : 9812703705
Features an introduction to probability theory using measure theory. This work provides proofs of the essential introductory results and presents the measure theory and mathematical details in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects.
Author : Jeffrey S Rosenthal
Publisher : World Scientific
Page : 213 pages
File Size : 23,64 MB
Release : 2019-09-26
Category : Mathematics
ISBN : 9811207925
This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.
Author : Jean Jacod
Publisher : Springer Science & Business Media
Page : 247 pages
File Size : 46,47 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 3642556825
This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.
Author : Jeffrey S Rosenthal
Publisher : World Scientific Publishing Company
Page : 236 pages
File Size : 22,11 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 9813101652
This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. In this new edition, many exercises and small additional topics have been added and existing ones expanded. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.
Author : George G. Roussas
Publisher : Gulf Professional Publishing
Page : 463 pages
File Size : 46,14 MB
Release : 2005
Category : Computers
ISBN : 0125990227
This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas, should be equipped with. The approach is classical, avoiding the use of mathematical tools not necessary for carrying out the discussions. All proofs are presented in full detail. * Excellent exposition marked by a clear, coherent and logical devleopment of the subject * Easy to understand, detailed discussion of material * Complete proofs
Author : Olav Kallenberg
Publisher : Springer Science & Business Media
Page : 670 pages
File Size : 48,47 MB
Release : 2002-01-08
Category : 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.
Author : Rick Durrett
Publisher : Cambridge University Press
Page : pages
File Size : 23,11 MB
Release : 2010-08-30
Category : Mathematics
ISBN : 113949113X
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.
Author : David F. Anderson
Publisher : Cambridge University Press
Page : 447 pages
File Size : 33,84 MB
Release : 2017-11-02
Category : Mathematics
ISBN : 110824498X
This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.
Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 14,29 MB
Release : 2018-09-27
Category : Business & Economics
ISBN : 1108415199
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author : René L. Schilling
Publisher : Cambridge University Press
Page : 404 pages
File Size : 37,57 MB
Release : 2005-11-10
Category : Mathematics
ISBN : 9780521850155
This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.
