Pdf ebook: Probability Theory

Pdf download ebook Probability Theory

Summary: Aimed primarily at graduate students and researchers, this text is a comprehensive course in modern probability theory and its measure-theoretical foundati

  • Author : N.a
  • Publisher: Springer Science & Business Media
  • ISBN: 9781848000483
  • Genre: Mathematics
  • Number of Pages: 621
  • Language: English
  • Views: 1512
  • Downloads: 1512
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Description: 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.


Pdf ebook: Probability Theory

Pdf download ebook Probability Theory

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 u

  • Author : Achim Klenke
  • Publisher: Springer Science & Business Media
  • ISBN: 1447153618
  • Genre: Mathematics
  • Number of Pages: 638
  • Language: English
  • Views: 1005
  • Downloads: 1005
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Description: 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.


Pdf ebook: Probability Theory

Pdf download ebook Probability Theory

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

  • Author : Y. A. Rozanov
  • Publisher: Courier Corporation
  • ISBN: 0486321142
  • Genre: Mathematics
  • Number of Pages: 148
  • Language: English
  • Views: 1663
  • Downloads: 1663
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Description: 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.


Pdf ebook: A Basic Course in Probability Theory

Pdf download ebook A Basic Course in Probability Theory

Summary: This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications

  • Author : Rabi Bhattacharya,Edward C. Waymire
  • Publisher: Springer
  • ISBN: 3319479741
  • Genre: Mathematics
  • Number of Pages: 265
  • Language: English
  • Views: 1490
  • Downloads: 1490
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Description: 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.


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

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

Summary: This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, stat

  • Author : Jeffrey S Rosenthal
  • Publisher: World Scientific Publishing Company
  • ISBN: 9813101652
  • Genre: Mathematics
  • Number of Pages: 236
  • Language: English
  • Views: 1906
  • Downloads: 1906
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Description: 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.


Pdf ebook: Theory of Probability and Random Processes

Pdf download ebook Theory of Probability and Random Processes

Summary: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms th

  • Author : Leonid Koralov,Yakov G. Sinai
  • Publisher: Springer Science & Business Media
  • ISBN: 3540688293
  • Genre: Mathematics
  • Number of Pages: 358
  • Language: English
  • Views: 465
  • Downloads: 465
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Description: 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.


Pdf ebook: Foundations of Modern Probability

Pdf download ebook Foundations of Modern Probability

Summary: Unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more adva

  • Author : Olav Kallenberg
  • Publisher: Springer Science & Business Media
  • ISBN: 0387227040
  • Genre: Mathematics
  • Number of Pages: 523
  • Language: English
  • Views: 1340
  • Downloads: 1340
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Description: 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".


Pdf ebook: A Basic Course in Probability Theory

Pdf download ebook A Basic Course in Probability Theory

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 yo

  • Author : Rabi Bhattacharya,Edward C. Waymire
  • Publisher: Springer Science & Business Media
  • ISBN: 0387719393
  • Genre: Mathematics
  • Number of Pages: 220
  • Language: English
  • Views: 1361
  • Downloads: 1361
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Description: 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.


Pdf ebook: Probability: A Graduate Course

Pdf download ebook Probability: A Graduate Course

Summary: This textbook on the theory of probability starts from the premise that rather than being a purely mathematical discipline, probability theory is an intima

  • Author : Allan Gut
  • Publisher: Springer Science & Business Media
  • ISBN: 0387273328
  • Genre: Mathematics
  • Number of Pages: 608
  • Language: English
  • Views: 1330
  • Downloads: 1330
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Description: 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.


Pdf ebook: An Intermediate Course in Probability

Pdf download ebook An Intermediate Course in Probability

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

  • Author : Allan Gut
  • Publisher: Springer Science & Business Media
  • ISBN: 1475724314
  • Genre: Mathematics
  • Number of Pages: 278
  • Language: English
  • Views: 787
  • Downloads: 787
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Description: 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.


Pdf ebook: A First Course in Probability and Markov Chains

Pdf download ebook A First Course in Probability and Markov Chains

Summary: Provides an introduction to basic structures of probabilitywith a view towards applications in information technology A First Course in Probability and Mar

  • Author : Giuseppe Modica,Laura Poggiolini
  • Publisher: John Wiley & Sons
  • ISBN: 111847774X
  • Genre: Mathematics
  • Number of Pages: 352
  • Language: English
  • Views: 596
  • Downloads: 596
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Description: 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.


Pdf ebook: A Modern Approach to Probability Theory

Pdf download ebook A Modern Approach to Probability Theory

Summary: Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the backgr

  • Author : Bert E. Fristedt,Lawrence F. Gray
  • Publisher: Springer Science & Business Media
  • ISBN: 1489928375
  • Genre: Mathematics
  • Number of Pages: 758
  • Language: English
  • Views: 1733
  • Downloads: 1733
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Description: 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.


Pdf ebook: Probability Essentials

Pdf download ebook Probability Essentials

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

  • Author : Jean Jacod,Philip Protter
  • Publisher: Springer Science & Business Media
  • ISBN: 3642556825
  • Genre: Mathematics
  • Number of Pages: 254
  • Language: English
  • Views: 354
  • Downloads: 354
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Description: 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.


Pdf ebook: Probability

Pdf download ebook Probability

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 cours

  • Author : Davar Khoshnevisan
  • Publisher: American Mathematical Soc.
  • ISBN: 0821842153
  • Genre: Mathematics
  • Number of Pages: 224
  • Language: English
  • Views: 1401
  • Downloads: 1401
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Description: 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.


Pdf ebook: Probability Theory and Stochastic Processes

Pdf download ebook Probability Theory and Stochastic Processes

Summary: 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 pro

  • Author : Pierre Brémaud
  • Publisher: Springer Nature
  • ISBN: 3030401839
  • Genre: Mathematics
  • Number of Pages: 713
  • Language: English
  • Views: 1067
  • Downloads: 1067
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Description: 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 sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.


Pdf ebook: Probability

Pdf download ebook Probability

Summary: Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the ba

  • Author : Geoffrey Grimmett,Dominic Welsh
  • Publisher: OUP Oxford
  • ISBN: 0191019933
  • Genre: Mathematics
  • Number of Pages: 288
  • Language: English
  • Views: 1838
  • Downloads: 1838
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Description: 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 and second year mathematics undergraduates and Masters' students in cognate fields. It is suitable for a first course in probability, plus a follow-up course in random processes including Markov chains. A special feature is the authors' attention to rigorous mathematics: not everything is rigorous, but the need for rigour is explained at difficult junctures. The text is enriched by simple exercises, together with problems (with very brief hints) many of which are taken from final examinations at Cambridge and Oxford. The first eight chapters form a course in basic probability, being an account of events, random variables, and distributions - discrete and continuous random variables are treated separately - together with simple versions of the law of large numbers and the central limit theorem. There is an account of moment generating functions and their applications. The following three chapters are about branching processes, random walks, and continuous-time random processes such as the Poisson process. The final chapter is a fairly extensive account of Markov chains in discrete time. This second edition develops the success of the first edition through an updated presentation, the extensive new chapter on Markov chains, and a number of new sections to ensure comprehensive coverage of the syllabi at major universities.


Pdf ebook: Probability Theory

Pdf download ebook Probability Theory

Summary: This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, pr

  • Author : Alexandr A. Borovkov
  • Publisher: Springer Science & Business Media
  • ISBN: 1447152018
  • Genre: Mathematics
  • Number of Pages: 733
  • Language: English
  • Views: 1066
  • Downloads: 1066
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Description: 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.


Pdf ebook: Probability, Statistics, and Stochastic Processes

Pdf download ebook Probability, Statistics, and Stochastic Processes

Summary: Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting .

  • Author : Peter Olofsson,Mikael Andersson
  • Publisher: John Wiley & Sons
  • ISBN: 1118231325
  • Genre: Mathematics
  • Number of Pages: 576
  • Language: English
  • Views: 405
  • Downloads: 405
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Description: Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.


Pdf ebook: Handbook of Probability

Pdf download ebook Handbook of Probability

Summary: THE COMPLETE COLLECTION NECESSARY FOR A CONCRETEUNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, theHandbook of Proba

  • Author : Ionut Florescu,Ciprian A. Tudor
  • Publisher: John Wiley & Sons
  • ISBN: 111859309X
  • Genre: Mathematics
  • Number of Pages: 472
  • Language: English
  • Views: 782
  • Downloads: 782
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Description: 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 balance of theory, application,and methodology. Utilizing basic examples throughout, the handbookexpertly transitions between concepts and practice to allow readersan inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters,allowing the reader easy and quick reference. Each chapter includesan introduction, historical background, theory and applications,algorithms, and exercises. The Handbook of Probabilityoffers coverage of: Probability Space Probability Measure Random Variables Random Vectors in Rn Characteristic Function Moment Generating Function Gaussian Random Vectors Convergence Types Limit Theorems The Handbook of Probability is an ideal resource forresearchers and practitioners in numerous fields, such asmathematics, statistics, operations research, engineering,medicine, and finance, as well as a useful text for graduatestudents.


Pdf ebook: Probability and Stochastics

Pdf download ebook Probability and Stochastics

Summary: 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 s

  • Author : Erhan Çınlar
  • Publisher: Springer Science & Business Media
  • ISBN: 9780387878591
  • Genre: Mathematics
  • Number of Pages: 558
  • Language: English
  • Views: 333
  • Downloads: 333
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Description: 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 many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.