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Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
Published: 2013-03-14
Total Pages: 280
ISBN-13: 3662041723
DOWNLOAD EBOOKA collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.
Author: Hans Fischer
Publisher: Springer Science & Business Media
Published: 2010-10-08
Total Pages: 415
ISBN-13: 0387878572
DOWNLOAD EBOOKThis study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.
Author: Rick Durrett
Publisher: Cambridge University Press
Published: 2010-08-30
Total Pages:
ISBN-13: 113949113X
DOWNLOAD EBOOKThis 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: Aleksandr Alekseevich Borovkov
Publisher:
Published: 1984
Total Pages: 400
ISBN-13:
DOWNLOAD EBOOKAuthor: Lajos Horvath and Barbara Szyszkowicz
Publisher: American Mathematical Soc.
Published:
Total Pages: 552
ISBN-13: 9780821871485
DOWNLOAD EBOOKHonoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Author: Aleksandr Alekseevich Borovkov
Publisher:
Published: 1984
Total Pages: 377
ISBN-13: 9780387909523
DOWNLOAD EBOOKAuthor: Xia Chen
Publisher: American Mathematical Soc.
Published: 1999
Total Pages: 225
ISBN-13: 082181060X
DOWNLOAD EBOOKThis book is intended for graduate students and research mathematicians working probability theory and statistics.
Author: J. L. Doob
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 865
ISBN-13: 1461252083
DOWNLOAD EBOOKPotential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to concepts in probability theory, specifically to concepts in martingale theory. For example, superharmonic functions correspond to supermartingales. More specifically: the Fatou type boundary limit theorems in potential theory correspond to supermartingale convergence theorems; the limit properties of monotone sequences of superharmonic functions correspond surprisingly closely to limit properties of monotone sequences of super martingales; certain positive superharmonic functions [supermartingales] are called "potentials," have associated measures in their respective theories and are subject to domination principles (inequalities) involving the supports of those measures; in each theory there is a reduction operation whose properties are the same in the two theories and these reductions induce sweeping (balayage) of the measures associated with potentials, and so on.
Author: Galen R. Shorack
Publisher: SIAM
Published: 2009-01-01
Total Pages: 992
ISBN-13: 0898719011
DOWNLOAD EBOOKOriginally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables; applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of bootstrap methods; and a summary of inequalities that are useful for proving limit theorems. At the end of the Errata section, the authors have supplied references to solutions for 11 of the 19 Open Questions provided in the book's original edition. Audience: researchers in statistical theory, probability theory, biostatistics, econometrics, and computer science.
Author: A. A. Sveshnikov
Publisher: Courier Corporation
Published: 2012-04-30
Total Pages: 516
ISBN-13: 0486137562
DOWNLOAD EBOOKApproximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.
