A History of the Central Limit Theorem

A History of the Central Limit Theorem

Author: Hans Fischer

Publisher: Springer Science & Business Media

Published: 2010-10-08

Total Pages: 415

ISBN-13: 0387878572

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This 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.


Foundations of Modern Probability

Foundations of Modern Probability

Author: Olav Kallenberg

Publisher: Springer Science & Business Media

Published: 2002-01-08

Total Pages: 670

ISBN-13: 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.


From Classical to Modern Probability

From Classical to Modern Probability

Author: Pierre Picco

Publisher: Springer Science & Business Media

Published: 2003-10-24

Total Pages: 246

ISBN-13: 9783764321697

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This volume is based on the lecture notes of six courses delivered at a CIMPA Summer School in Temuco, Chile, in January 2001. The courses are: asymptotic of the heat kernel in unbounded domains; spin systems with long range interactions; non-linear Dirichlet problem and non-linear integration; first-passage percolation; central limit theorem for Markov processes; stochastic orders and stopping times in Brownian motion. The level of each course is that of a graduate course, but the material will also be of interest for the specialist.


From Classical to Modern Probability

From Classical to Modern Probability

Author: Pierre Picco

Publisher: Birkhäuser

Published: 2012-12-06

Total Pages: 231

ISBN-13: 3034880537

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This volume is based on the lecture notes of six courses delivered at a Cimpa Summer School in Temuco, Chile, in January 2001. Leading experts contribute with introductory articles covering a broad area in probability and its applications, such as mathematical physics and mathematics of finance. Written at graduate level, the lectures touch the latest advances on each subject, ranging from classical probability theory to modern developments. Thus the book will appeal to students, teachers and researchers working in probability theory or related fields.


The Debate on Probable Opinions in the Scholastic Tradition

The Debate on Probable Opinions in the Scholastic Tradition

Author: Rudolf Schuessler

Publisher: BRILL

Published: 2019-03-25

Total Pages: 539

ISBN-13: 9004398910

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In The Debate on Probable Opinions in the Scholastic Tradition, Rudolf Schuessler portrays scholastic approaches to a qualified disagreement of opinions. The book outlines how scholastic regulations concerning the use of opinions changed in the early modern era, giving rise to an extensive debate on the moral and epistemological foundations of reasonable disagreements. The debate was fueled by probabilism and anti-probabilism in Catholic moral theology and thus also serves as a gateway to these doctrines. All developments are outlined in historical context, while special attention is paid to the evolution of scholastic notions of probability and their importance for the emergence of modern probability.


Creating Modern Probability

Creating Modern Probability

Author: Jan von Plato

Publisher: Cambridge University Press

Published: 1998-01-12

Total Pages: 336

ISBN-13: 9780521597357

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


Foundations of Modern Probability

Foundations of Modern Probability

Author: Olav Kallenberg

Publisher: Springer Nature

Published: 2021-02-07

Total Pages: 946

ISBN-13: 3030618714

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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.


Probability

Probability

Author: Davar Khoshnevisan

Publisher: American Mathematical Soc.

Published: 2007

Total Pages: 242

ISBN-13: 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.


The Shift from Classical to Modern Probability

The Shift from Classical to Modern Probability

Author: Vinicius Gontijo Lauar

Publisher:

Published: 2018

Total Pages: 160

ISBN-13:

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In this thesis, we describe the historical shift from the classical to the modern definition of probability. We present the key ideas and insights in that process, from the first definition of Bernoulli, to Kolmogorov's modern foundations discussing some of the limitations of the old approach and the efforts of many mathematicians to achieve a satisfactory definition of probability. For our study, we've looked, as much as possible, at original sources and provided detailed proofs of some important results that the authors have written in an abbreviated style. We then use this historical results to investigate the conceptualization of probability proposed and fostered by undergraduate and graduate probability textbooks through their theoretical discourse and proposed exercises. Our findings show that, despite textbooks give an axiomatic definition of probability, the main aspects of the modern approach are overshadowed by other content. Undergraduate books may be stimulating the development of classical probability with many exercises using proportional reasoning while graduate books concentrate the exercises on other mathematical contents such as measure and set theory without necessarily proposing a reflection on the modern conceptualization of probability.


A Modern Approach to Probability Theory

A Modern Approach to Probability Theory

Author: Bert E. Fristedt

Publisher: Springer Science & Business Media

Published: 2013-11-21

Total Pages: 775

ISBN-13: 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.