Some Topics in Probability and Analysis
Author: R. F. Gundy
Publisher: American Mathematical Soc.
Published: 1989
Total Pages: 60
ISBN-13: 9780821889145
DOWNLOAD EBOOKRead and Download eBook Full
Author: R. F. Gundy
Publisher: American Mathematical Soc.
Published: 1989
Total Pages: 60
ISBN-13: 9780821889145
DOWNLOAD EBOOKAuthor: R. F. Gundy
Publisher: American Mathematical Soc.
Published: 1989
Total Pages: 57
ISBN-13: 0821807218
DOWNLOAD EBOOKThis book is based on lectures presented by the author at DePaul University in July 1986. The lectures cover three main topics. The first is local time theory for Brownian motion and some geometrical inequalities for harmonic functions in the upper half-plane $R^{n+1}_+$. The author sketches a proof of the inequalities obtained by Barlow and Yor for the maximal local time functional. The second topic concerns a probabilistic treatment of Riesz transforms in $R^{n+1}_+$, and semimartingale inequalities. The author proves semimartingale inequalities of the type usually obtained for martingales. The final topic centers on a discussion of the Ornstein-Uhlenbeck semigroup and P. A. Meyer's extension of the Riesz inequalities for the infinite-dimensional version of this semigroup. One of the major results of the book is the establishment of inequalities for the density of the area integral.
Author: Vladimir V. Rykov
Publisher: Springer
Published: 2017-12-21
Total Pages: 551
ISBN-13: 3319715046
DOWNLOAD EBOOKThis book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.
Author: Edward Nelson
Publisher: Princeton University Press
Published: 1987
Total Pages: 112
ISBN-13: 9780691084749
DOWNLOAD EBOOKUsing only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Author: R. M. Dudley
Publisher: Cambridge University Press
Published: 2002-10-14
Total Pages: 570
ISBN-13: 9780521007542
DOWNLOAD EBOOKThis classic text offers a clear exposition of modern probability theory.
Author: Roman Vershynin
Publisher: Cambridge University Press
Published: 2018-09-27
Total Pages: 299
ISBN-13: 1108415199
DOWNLOAD EBOOKAn integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author: Narahari Umanath Prabhu
Publisher: World Scientific
Published: 2011
Total Pages: 94
ISBN-13: 9814335479
DOWNLOAD EBOOKRecent research in probability has been concerned with applications such as data mining and finance models. Some aspects of the foundations of probability theory have receded into the background. Yet, these aspects are very important and have to be brought back into prominence.
Author: Marcel F. Neuts
Publisher: CRC Press
Published: 1995-07-01
Total Pages: 488
ISBN-13: 9780412996917
DOWNLOAD EBOOKThis unique text collects more than 400 problems in combinatorics, derived distributions, discrete and continuous Markov chains, and models requiring a computer experimental approach. The first book to deal with simplified versions of models encountered in the contemporary statistical or engineering literature, Algorithmic Probability emphasizes correct interpretation of numerical results and visualization of the dynamics of stochastic processes. A significant contribution to the field of applied probability, Algorithmic Probability is ideal both as a secondary text in probability courses and as a reference. Engineers and operations analysts seeking solutions to practical problems will find it a valuable resource, as will advanced undergraduate and graduate students in mathematics, statistics, operations research, industrial and electrical engineering, and computer science.
Author: Erhan Çınlar
Publisher: Springer Science & Business Media
Published: 2011-02-21
Total Pages: 567
ISBN-13: 0387878599
DOWNLOAD EBOOKThis 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.
Author: Igor Rychlik
Publisher: Springer Science & Business Media
Published: 2006-10-07
Total Pages: 287
ISBN-13: 3540395210
DOWNLOAD EBOOKThis text presents notions and ideas at the foundations of a statistical treatment of risks. The focus is on statistical applications within the field of engineering risk and safety analysis. Coverage includes Bayesian methods. Such knowledge facilitates the understanding of the influence of random phenomena and gives a deeper understanding of the role of probability in risk analysis. The text is written for students who have studied elementary undergraduate courses in engineering mathematics, perhaps including a minor course in statistics. This book differs from typical textbooks in its verbal approach to many explanations and examples.