Foundations of Modern Probability (Probability and Its Applications) - gebunden oder broschiert

EAN (ISBN-13): 9780387953137
ISBN (ISBN-10): 0387953132
Gebundene Ausgabe
Erscheinungsjahr: 2002
Herausgeber: Springer-Verlag New York Inc.
664 Seiten
Gewicht: 1,134 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 2007-05-29T05:30:59+02:00 (Berlin)
Detailseite zuletzt geändert am 2023-11-09T14:29:40+01:00 (Berlin)
ISBN/EAN: 0387953132

ISBN - alternative Schreibweisen:
0-387-95313-2, 978-0-387-95313-7
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: kallenberg olav, kallen, harris, kalle, feller
Titel des Buches: foundations modern probability, foundation, applications probability, have never been modern, probability course, foundations statistics, olav, pro

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Daten vom Verlag:

Autor/in: Olav Kallenberg
Titel: Probability and Its Applications; Foundations of Modern Probability
Verlag: Springer; Springer US
638 Seiten
Erscheinungsjahr: 2002-01-08
New York; NY; US
Gewicht: 2,430 kg
Sprache: Englisch
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
Not available, publisher indicates OP

BB; Book; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Brownian motion; Ergodic theory; Excel; Feller process; Gaussian process; Markov process; Martingale; Probability theory; Semimartingale; Variance; local time; measure theory; quadratic variation; random walk; renewal theory; C; Probability Theory and Stochastic Processes; Topology; Probability Theory; Topology; Mathematics and Statistics; Stochastik; Topologie; BB; BC; EA

* Measure Theory-Basic Notions * Measure Theory-Key Results * Processes, Distributions, and Independence * Random Sequences, Series, and Averages * Characteristic Functions and Classical Limit Theorems * Conditioning and Disintegration * Martingales and Optional Times * Markov Processes and Discrete-Time Chains * Random Walks and Renewal Theory * Stationary Processes and Ergodic Theory * Special Notions of Symmetry and Invariance * Poisson and Pure Jump-Type Markov Processes * Gaussian Processes and Brownian Motion * Skorohod Embedding and Invariance Principles * Independent Increments and Infinite Divisibility * Convergence of Random Processes, Measures, and Sets * Stochastic Integrals and Quadratic Variation * Continuous Martingales and Brownian Motion * Feller Processes and Semigroups * Ergodic Properties of Markov Processes * Stochastic Differential Equations and Martingale Problems * Local Time, Excursions, and Additive Functionals * One-Dimensional SDEs and Diffusions * Connections with PDEs and Potential Theory * Predictability, Compensation, and Excessive Functions * Semimartingales and General Stochastic Integration * Large Deviations * Appendix 1: Advanced Measure Theory * Appendix 2: Some Special Spaces * Historical and Bibliographical Notes * Bibliography * Indices
From the reviews of the first edition: "... Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands." F.B. Knight, Mathematical Reviews This new edition contains four new chapters as well as numerous improvements throughout the text.