Probability Theory A Comprehensive Course

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Probability Theory

Probability Theory Pdf/ePub eBook Author: ,
Editor: Springer Science & Business Media
ISBN: 9781848000483
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Probability Theory by , Summary

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 Theory

Probability Theory Pdf/ePub eBook Author: Achim Klenke
Editor: Springer Science & Business Media
ISBN: 1447153618
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Probability Theory by Achim Klenke Summary

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 for sums of random variables • martingales • percolation • Markov chains and electrical networks • construction of stochastic processes • Poisson point process and infinite divisibility • large deviation principles and statistical physics • Brownian motion • stochastic integral and stochastic differential equations. 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 probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology.

Probability Theory

Probability Theory Pdf/ePub eBook Author: Y. A. Rozanov
Editor: Courier Corporation
ISBN: 0486321142
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Probability Theory by Y. A. Rozanov Summary

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 answers.

A Basic Course in Probability Theory

A Basic Course in Probability Theory Pdf/ePub eBook Author: Rabi Bhattacharya,Edward C. Waymire
Editor: Springer
ISBN: 3319479741
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A Basic Course in Probability Theory by Rabi Bhattacharya,Edward C. Waymire Summary

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 purposes, new exercises have been added and basic theory has been expanded. General Markov dependent sequences and their convergence to equilibrium is the subject of an entirely new chapter. The introduction of conditional expectation and conditional probability very early in the text maintains the pedagogic innovation of the first edition; conditional expectation is illustrated in detail in the context of an expanded treatment of martingales, the Markov property, and the strong Markov property. Weak convergence of probabilities on metric spaces and Brownian motion are two topics to highlight. A selection of large deviation and/or concentration inequalities ranging from those of Chebyshev, Cramer–Chernoff, Bahadur–Rao, to Hoeffding have been added, with illustrative comparisons of their use in practice. This also includes a treatment of the Berry–Esseen error estimate in the central limit theorem. The authors assume mathematical maturity at a graduate level; otherwise the book is suitable for students with varying levels of background in analysis and measure theory. For the reader who needs refreshers, theorems from analysis and measure theory used in the main text are provided in comprehensive appendices, along with their proofs, for ease of reference. Rabi Bhattacharya is Professor of Mathematics at the University of Arizona. Edward Waymire is Professor of Mathematics at Oregon State University. Both authors have co-authored numerous books, including a series of four upcoming graduate textbooks in stochastic processes with applications.

First Look At Rigorous Probability Theory, A (2nd Edition)

First Look At Rigorous Probability Theory, A (2nd Edition) Pdf/ePub eBook Author: Jeffrey S Rosenthal
Editor: World Scientific Publishing Company
ISBN: 9813101652
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First Look At Rigorous Probability Theory, A (2nd Edition) by Jeffrey S Rosenthal Summary

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.

Geometry: A Comprehensive Course

Geometry: A Comprehensive Course Pdf/ePub eBook Author: Dan Pedoe
Editor: Courier Corporation
ISBN: 0486131734
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Geometry: A Comprehensive Course by Dan Pedoe Summary

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.

A Basic Course in Probability Theory

A Basic Course in Probability Theory Pdf/ePub eBook Author: Rabi Bhattacharya,Edward C. Waymire
Editor: Springer Science & Business Media
ISBN: 0387719393
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A Basic Course in Probability Theory by Rabi Bhattacharya,Edward C. Waymire Summary

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 probability theory. The more familiar path is to treat it as its own discipline, and work from intuitive examples such as coin flips and conundrums such as the Monty Hall problem. An alternative is to first develop measure theory and analysis, and then add interpretation. Bhattacharya and Waymire take the second path.

Foundations of Modern Probability

Foundations of Modern Probability Pdf/ePub eBook Author: Olav Kallenberg
Editor: Springer Science & Business Media
ISBN: 0387227040
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Foundations of Modern Probability by Olav Kallenberg Summary

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".

Probability Theory

Probability Theory Pdf/ePub eBook Author: Alexandr A. Borovkov
Editor: Springer Science & Business Media
ISBN: 1447152018
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Probability Theory by Alexandr A. Borovkov Summary

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 include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.

A Modern Approach to Probability Theory

A Modern Approach to Probability Theory Pdf/ePub eBook Author: Bert E. Fristedt,Lawrence F. Gray
Editor: Springer Science & Business Media
ISBN: 1489928375
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A Modern Approach to Probability Theory by Bert E. Fristedt,Lawrence F. Gray Summary

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.

Probability Essentials

Probability Essentials Pdf/ePub eBook Author: Jean Jacod,Philip Protter
Editor: Springer Science & Business Media
ISBN: 3642556825
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Probability Essentials by Jean Jacod,Philip Protter Summary

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.

Problems in Probability

Problems in Probability Pdf/ePub eBook Author: Albert N. Shiryaev
Editor: Springer Science & Business Media
ISBN: 1461436885
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Problems in Probability by Albert N. Shiryaev Summary

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises. Most of the material in this book consists of exercises created by Shiryaev, collected and compiled over the course of many years while working on many interesting topics. Many of the exercises resulted from discussions that took place during special seminars for graduate and undergraduate students. Many of the exercises included in the book contain helpful hints and other relevant information. Lastly, the author has included an appendix at the end of the book that contains a summary of the main results, notation and terminology from Probability Theory that are used throughout the present book. This Appendix also contains additional material from Combinatorics, Potential Theory and Markov Chains, which is not covered in the book, but is nevertheless needed for many of the exercises included here.

Probability: A Graduate Course

Probability: A Graduate Course Pdf/ePub eBook Author: Allan Gut
Editor: Springer Science & Business Media
ISBN: 0387273328
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Probability: A Graduate Course by Allan Gut Summary

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 goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by explanations of the three main subjects in probability: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales.

Mathematics of Probability

Mathematics of Probability Pdf/ePub eBook Author: Daniel W. Stroock
Editor: American Mathematical Soc.
ISBN: 1470409070
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Mathematics of Probability by Daniel W. Stroock Summary

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 initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.

A First Course in Probability and Markov Chains

A First Course in Probability and Markov Chains Pdf/ePub eBook Author: Giuseppe Modica,Laura Poggiolini
Editor: John Wiley & Sons
ISBN: 111847774X
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A First Course in Probability and Markov Chains by Giuseppe Modica,Laura Poggiolini Summary

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 probability and focuses ontwo main areas. The first part explores notions and structures inprobability, including combinatorics, probability measures,probability distributions, conditional probability,inclusion-exclusion formulas, random variables, dispersion indexes,independent random variables as well as weak and strong laws oflarge numbers and central limit theorem. In the second part of thebook, focus is given to Discrete Time Discrete Markov Chains whichis addressed together with an introduction to Poisson processes andContinuous Time Discrete Markov Chains. This book also looks atmaking use of measure theory notations that unify all thepresentation, in particular avoiding the separate treatment ofcontinuous and discrete distributions. A First Course in Probability and Markov Chains: Presents the basic elements of probability. Explores elementary probability with combinatorics, uniformprobability, the inclusion-exclusion principle, independence andconvergence of random variables. Features applications of Law of Large Numbers. Introduces Bernoulli and Poisson processes as well as discreteand continuous time Markov Chains with discrete states. Includes illustrations and examples throughout, along withsolutions to problems featured in this book. The authors present a unified and comprehensive overview ofprobability and Markov Chains aimed at educating engineers workingwith probability and statistics as well as advanced undergraduatestudents in sciences and engineering with a basic background inmathematical analysis and linear algebra.

Probability

Probability Pdf/ePub eBook Author: Davar Khoshnevisan
Editor: American Mathematical Soc.
ISBN: 0821842153
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Probability by Davar Khoshnevisan Summary

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.

Theory of Probability and Random Processes

Theory of Probability and Random Processes Pdf/ePub eBook Author: Leonid Koralov,Yakov G. Sinai
Editor: Springer Science & Business Media
ISBN: 3540688293
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Theory of Probability and Random Processes by Leonid Koralov,Yakov G. Sinai Summary

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 exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

Measure Theory and Probability Theory

Measure Theory and Probability Theory Pdf/ePub eBook Author: Krishna B. Athreya,Soumendra N. Lahiri
Editor: Springer Science & Business Media
ISBN: 0387354344
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Measure Theory and Probability Theory by Krishna B. Athreya,Soumendra N. Lahiri Summary

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 heuristic explanations behind the theory to help students see the big picture. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. Prerequisites are kept to the minimal level and the book is intended primarily for first year Ph.D. students in mathematics and statistics.

An Intermediate Course in Probability

An Intermediate Course in Probability Pdf/ePub eBook Author: Allan Gut
Editor: Springer Science & Business Media
ISBN: 1475724314
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An Intermediate Course in Probability by Allan Gut Summary

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). The presentation is fairly thorough and detailed with many solved examples. Several examples are solved with different methods in order to illustrate their different levels of sophistication, their pros, and their cons. The motivation for this style of exposition is that experi ence has proved that the hard part in courses of this kind usually in the application of the results and methods; to know how, when, and where to apply what; and then, technically, to solve a given problem once one knows how to proceed. Exercises are spread out along the way, and every chapter ends with a large selection of problems. Chapters I through VI focus on some central areas of what might be called pure probability theory: multivariate random variables, condi tioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process be cause of its fundamental role in the theory of stochastic processes, but also because it provides an excellent application of the results and meth ods acquired earlier in the book. As an extra bonus, several facts about this process, which are frequently more or less taken for granted, are thereby properly verified.

A Course on Mathematical Logic

A Course on Mathematical Logic Pdf/ePub eBook Author: Shashi Mohan Srivastava
Editor: Springer Science & Business Media
ISBN: 9780387762777
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A Course on Mathematical Logic by Shashi Mohan Srivastava Summary

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 Incompleteness Theorems of Godel.