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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

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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.


A Modern Introduction to Probability and Statistics

A Modern Introduction to Probability and Statistics
Author: F.M. Dekking
Publisher: Springer Science & Business Media
Total Pages: 488
Release: 2006-03-30
Genre: Mathematics
ISBN: 1846281687

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Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books


Radically Elementary Probability Theory. (AM-117), Volume 117

Radically Elementary Probability Theory. (AM-117), Volume 117
Author: Edward Nelson
Publisher: Princeton University Press
Total Pages: 107
Release: 2016-03-02
Genre: Mathematics
ISBN: 1400882141

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Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.


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

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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

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


Modern Probability Theory

Modern Probability Theory
Author: B. Ramdas Bhat
Publisher:
Total Pages: 296
Release: 1985
Genre: Mathematics
ISBN:

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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.


Basic Probability Theory

Basic Probability Theory
Author: Robert B. Ash
Publisher: Courier Corporation
Total Pages: 354
Release: 2008-06-26
Genre: Mathematics
ISBN: 0486466280

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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

Probability Theory
Author: Achim Klenke
Publisher: Springer Science & Business Media
Total Pages: 621
Release: 2007-12-31
Genre: Mathematics
ISBN: 1848000480

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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.


Probability

Probability
Author: Davar Khoshnevisan
Publisher: American Mathematical Soc.
Total Pages: 242
Release: 2007
Genre: Probabilities
ISBN: 0821842153

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This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by interesting non-standard ones. The topics range from undergraduate probability and classical limit theorems to Brownian motion and elements of stochastic calculus. Throughout, the reader will find many exciting applications of probability theory and probabilistic reasoning. There are numerous exercises, ranging from the routine to the very difficult. Each chapter concludes with historical notes.