A Modern Approach to Probability Theory, Fristedt Bert E., Gray Lawrence F.
Автор: Durrett, Rick Название: Elementary probability for applications ISBN: 0521867568 ISBN-13(EAN): 9780521867566 Издательство: Cambridge Academ Рейтинг: Цена: 5723 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This clear and lively introduction to probability theory concentrates on the results that are the most useful for applications, including combinatorial probability and Markov chains. Concise and focused, it is designed for a one-semester introductory course in probability for students who have some familiarity with basic calculus. Reflecting the author's philosophy that the best way to learn probability is to see it in action, there are more than 350 problems and 200 examples. The examples contain all the old standards such as the birthday problem and Monty Hall, but also include a number of applications not found in other books, from areas as broad ranging as genetics, sports, finance, and inventory management.
Описание: Provides an introduction to probability theory and its applications.
Автор: Gamerman, Dani. Название: Markov Chain Monte Carlo ISBN: 1584885874 ISBN-13(EAN): 9781584885870 Издательство: Taylor&Francis Рейтинг: Цена: 7523 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Incorporating changes in theory and highlighting new applications, this book presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. This second edition includes many new examples in the chapters on Gibbs sampling and Metropolis-Hastings algorithms. It incorporates all the recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection. It also features many worked examples and discusses computation using both R and WinBUGS. With additional exercises and selected solutions within the text, it offers all data sets and software for download from the Web.
Описание: Using examples, often from real-life and using real data, this work shows how the fundamentals of probabilistic and statistical theories arise intuitively. It features over 350 exercises, half of which have answers, of which half have full solutions. It also covers standard statistics and probability material.
Описание: This book is designed for undergraduate programs and students and can also be used as a first-year graduate text in probability. It offers a broad perspective, building on the synopsis of measure and integration offered in Chapter two.
Автор: Robert B. Ash Название: Probability & Measure Theory, ISBN: 0120652021 ISBN-13(EAN): 9780120652020 Издательство: Elsevier Science Рейтинг: Цена: 8784 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Provides coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. This text for a graduate-level course in probability includes background topics in analysis.
Описание: Now available in paperback. This is a text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familar with measure theory as indicated by the guidelines in the preface. Special features include: A comprehensive treatment of the law of the iterated logarithm; the Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof; development and applications of the second moment analogue of Wald's equation; limit theorems for martingale arrays, the central limit theorem for the interchangeable and martingale cases, moment convergence in the central limit theorem; complete discussion, including central limit theorem, of the random casting of r balls into n cells; recent martingale inequalities; Cram r-L vy theore and factor-closed families of distributions. This edition includes a section dealing with U-statistic, adds additional theorems and examples, and includes simpler versions of some proofs.
Описание: This volume provides a systematic mathematical exposition of the conceptual problems of nonequilibrium statistical physics, such as entropy production, irreversibility, and ordered phenomena. Markov chains, diffusion processes, and hyperbolic dynamical systems are used as mathematical models of physical systems. A measure-theoretic definition of entropy production rate and its formulae in various cases are given. It vanishes if and only if the stationary system is reversible and in equilibrium. Moreover, in the cases of Markov chains and diffusion processes on manifolds, it can be expressed in terms of circulations on directed cycles. Regarding entropy production fluctuations, the Gallavotti-Cohen fluctuation theorem is rigorously proved.
Автор: Athreya Название: Measure Theory and Probability Theory ISBN: 038732903X ISBN-13(EAN): 9780387329031 Издательство: Springer Рейтинг: Цена: 9349 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D. students in mathematics and statistics although mathematically advanced students from engineering and economics would also find the book useful. Prerequisites are kept to the minimal level of an understanding of basic real analysis concepts such as limits, continuity, differentiability, Riemann integration, and convergence of sequences and series. A review of this material is included in the appendix.The book starts with an informal introduction that provides some heuristics into the abstract concepts of measure and integration theory, which are then rigorously developed. The first part of the book can be used for a standard real analysis course for both mathematics and statistics Ph.D. students as it provides full coverage of topics such as the construction of Lebesgue-Stieltjes measures on real line and Euclidean spaces, the basic convergence theorems, L^p spaces, signed measures, Radon-Nikodym theorem, Lebesgue's decomposition theorem and the fundamental theorem of Lebesgue integration on R, product spaces and product measures, and Fubini-Tonelli theorems. It also provides an elementary introduction to Banach and Hilbert spaces, convolutions, Fourier series and Fourier and Plancherel transforms. Thus part I would be particularly useful for students in a typical Statistics Ph.D. program if a separate course on real analysis is not a standard requirement.Part II (chapters 6-13) provides full coverage of standard graduate level probability theory. It starts with Kolmogorov's probability model and Kolmogorov's existence theorem. It then treats thoroughly the laws of large numbers including renewal theory and ergodic theorems with applications and then weak convergence of probability distributions, characteristic functions, the Levy-Cramer continuity theorem and the central limit theorem as well as stable laws. It ends with conditional expectations and conditional probability, and an introduction to the theory of discrete time martingales.Part III (chapters 14-18) provides a modest coverage of discrete time Markov chains with countable and general state spaces, MCMC, continuous time discrete space jump Markov processes, Brownian motion, mixing sequences, bootstrap methods, and branching processes. It could be used for a topics/seminar course or as an introduction to stochastic processes.From the reviews: "...There are interesting and non-standard topics that are not usually included in a first course in measture-theoretic probability including Markov Chains and MCMC, the bootstrap, limit theorems for martingales and mixing sequences, Brownian motion and Markov processes. The material is well-suported with many end-of-chapter problems." D.L. McLeish for Short Book Reviews of the ISI, December 2006
Описание: This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees.