Probability Theory

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Probability Theory

Probability Theory

  • Author : Achim Klenke
  • ISBN : 9781848000483
  • Category : Mathematics
  • Publisher : Springer Science & Business Media
  • Pages : 621
  • Release Date : 2007-12-31

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.

This second edition of the popular textbook contains a comprehensive course in modern probability theory, covering a wide variety of topics which are not usually found in introductory textbooks, including: • limit theorems ...

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This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, and more. Includes 150 problems, many with ans ...

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This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. In this second edition, the text has been reorganized for didactic p ...

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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 engineer ...

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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 ...

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A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained ex ...

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Introduction to vector algebra in the plane; circles and coaxial systems; mappings of the Euclidean plane; similitudes, isometries, Moebius transformations, much more. Includes over 500 exercises. ...

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Introductory Probability is a pleasure to read and provides a fine answer to the question: How do you construct Brownian motion from scratch, given that you are a competent analyst? There are at least two ways to develop prob ...

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This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They in ...

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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 ...

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Provides an introduction to basic structures of probabilitywith a view towards applications in information technology A First Course in Probability and Markov Chains presentsan introduction to the basic elements in probabilit ...

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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 poi ...

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This textbook on the theory of probability starts from the premise that rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and ...

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This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some ini ...

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The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied ...

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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 ...

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Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first ...

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Compactly written, but nevertheless very readable, appealing to intuition, this introduction to probability theory is an excellent textbook for a one-semester course for undergraduates in any direction that uses probabilistic ...

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THE COMPLETE COLLECTION NECESSARY FOR A CONCRETEUNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, theHandbook of Probability presents the fundamentals ofprobability with an emphasis on the ...

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This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuris ...

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The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability the ory before entering into more advanced courses (in probability and/or statistics) ...

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This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In m ...

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This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine learning. It is written in a ...

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Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelation ...

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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 ...

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Quantum probability is a subtle blend of quantum mechanics and classical probability theory. Its important ideas can be traced to the pioneering work of Richard Feynman in his path integral formalism. Only recently have the c ...

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With contributions by leaders in the field, this book provides a comprehensive introduction to the foundations of probability and statistics. Each of the chapters covers a major topic and offers an intuitive view of the subje ...

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The Book of R is a comprehensive, beginner-friendly guide to R, the world’s most popular programming language for statistical analysis. Even if you have no programming experience and little more than a grounding in the basi ...

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"This book is a highly recommendable survey of mathematical tools and results in applied probability with special emphasis on queueing theory....The second edition at hand is a thoroughly updated and considerably expended ver ...

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The Twentieth Century has seen a dramatic rise in the use of probability and statistics in almost all fields of research. This has stimulated many new philosophical ideas on probability. Philosophical Theories of Probability ...

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WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With thes ...

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This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverag ...

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Aimed at "the mathematically traumatized," this text offers nontechnical coverage of graph theory, with exercises. Discusses planar graphs, Euler's formula, Platonic graphs, coloring, the genus of a graph, Euler walks, Hamilt ...

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The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly, pithily and completely rigorously to graduate students and advanced undergraduates. The book takes a number of sp ...

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This book provides a distinctive, well-motivated introduction to mathematical logic. It starts with the definition of first order languages, proceeds through propositional logic, completeness theorems, and finally the two Inc ...

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The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied ...

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The Theory of Probability is a major tool that can be used to explain and understand the various phenomena in different natural, physical and social sciences. This book provides a systematic exposition of the theory in a sett ...

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Probability and Conditional Expectations bridges the gap between books on probability theory and statistics by providing the probabilistic concepts estimated and tested in analysis of variance, regression analysis, factor ana ...

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Aimed primarily at graduate students and beginning researchers, this book provides an introduction to algebraic geometry that is particularly suitable for those with no previous contact with the subject; it assumes only the s ...

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