A complete guide to the theory and practical applications of probability theory
An Introduction to Probability Theory and Its Applications uniquely blends a comprehensive overview of probability theory with the real-world application of that theory. Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.
Автор: Durrett, Rick Название: Elementary probability for applications ISBN: 0521867568 ISBN-13(EAN): 9780521867566 Издательство: Cambridge Academ Рейтинг: Цена: 10611.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a perfect one-semester introduction to probability, for students who are familiar with basic calculus. The lively style reflects the author`s philosophy that the best way to learn probability is to see it in action, and he gives over 200 examples from genetics, sports, finance, and current events.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: In Memoriam Marc Yor - S?minaire de Probabilit?s XLVII ISBN: 3319185845 ISBN-13(EAN): 9783319185842 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory.- J. Warren: Sticky Particles and Stochastic Flows.- T. Funaki: Infinitesimal invariance for the coupled KPZ equations.- J. Pitman, W. Tang: Patterns in random walks and Brownian motion.- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion.- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions.- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero.- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials.- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration.- J. Pitman: Martingale marginals do not always determine convergence.- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments.- P. Biane: Polynomials associated with finite Markov chains.- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains.- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities.- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk.- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach.- P-L Mйliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics.- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion.- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes.- N. O'Connell: Stochastic Backlund transformations.- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics.- A.
Comtet, Y. Tourigny: Explicit formulae in probability and in statistical physics.- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space.- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation.- L. Devroye, G. Letac: Copulas with prescribed correlation matrix.- D. Stroock: Remarks on the HRT Conjecture.
Автор: Jacques Azema; Marc Yor Название: S?minaire de Probabilit?s XX 1984/85 ISBN: 354016779X ISBN-13(EAN): 9783540167792 Издательство: Springer Рейтинг: Цена: 7959.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: S?minaire de Probabilit?s XLVI ISBN: 3319119699 ISBN-13(EAN): 9783319119694 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Sergey Bocharov, Simon C. Harris: Branching random walk in an homogeneous
breeding potential.- A.E. Kyprianou, J.-L. Pйrez and Y.X. Ren: The backbone decomposition for spatially dependent supercritical superprocesses.- Lucian Beznea, Iulian C ımpean: On Bochner-Kolmogorov theorem.-Jacques Franchi: Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel.-Kolйhи A. Coulibaly-Pasquier: Onsager-Machlupn functional for uniformly elliptic
time-inhomogeneous diffusion.- Xi Geng, Zhongmin Qian and Danyu Yang: G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion.- Isma]el Bailleul: Flows driven by Banach space-valued rough paths.- Christian Lйonard: Some properties of path measures.- Patrick Cattiaux, Arnaud Guillin: Semi Log-Concave Markov Diffusions.- Carlo Marinelli, Michael Rцckner: On maximal inequalities for purely discontinuous martingales in infinite dimensions.- Walter Schachermayer: Admissible Trading Strategies under Transaction Costs.- A.E. Kyprianou, A.R. Watson: Potentials of stable processes.- Julien Letemplier, Thomas Simon: Unimodality of hitting times for stable processes.- Mathieu Rosenbaum and Marc Yor: On the law of a triplet associated with the pseudo-Brownian bridge.- Jean Brossard, Michel Emery and Christophe Leuridan: Skew-product decomposition of planar Brownian motion and complementability.- Vilmos Prokaj; On the exactness of the Lйvy-transformation.- Yinshan Chang: Multi-occupation field generates the Borel-sigma-field of loops.- Ramon van Handel: Ergodicity, Decisions, and Partial Information.- Laurent Serlet: Invariance principle for the random walk conditioned to have a few zeroes.- Dario Trevisian: A short proof of Stein's universal multiplier theorem.- Joseph Najnudel, Ashkan Nikeghbali: On a flow of operators associated to virtual permutations.
Автор: Catherine Donati-Martin; Michel ?mery; Alain Rouau Название: S?minaire de Probabilit?s XLII ISBN: 3642017622 ISBN-13(EAN): 9783642017629 Издательство: Springer Рейтинг: Цена: 11173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Levy processes and Levy systems, representation of Gaussian processes, filtrations and quantum probability.
Автор: Donati-Martin Название: S?minaire de Probabilit?s XLIX ISBN: 3319924192 ISBN-13(EAN): 9783319924199 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more.
Автор: Catherine Donati-Martin; Antoine Lejay; Alain Roua Название: S?minaire de Probabilit?s XLVIII ISBN: 3319444646 ISBN-13(EAN): 9783319444642 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In addition to its further exploration of the subject of peacocks, introduced in recent Seminaires de Probabilites, this volume continues the series` focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices.
Описание: Now inits second edition, this textbook serves as an introduction toprobability and statistics for non-mathematics majors who do not need theexhaustive detail and mathematical depth provided in more comprehensivetreatments of the subject. The presentation covers the mathematical laws ofrandom phenomena, including discrete and continuous random variables,expectation and variance, and common probability distributions such as thebinomial, Poisson, and normal distributions. More classical examples such asMontmort's problem, the ballot problem, and Bertrand’s paradox are nowincluded, along with applications such as the Maxwell-Boltzmann andBose-Einstein distributions in physics.Keyfeatures in new edition:* 35 newexercises* Expanded sectionon the algebra of sets *Expanded chapters on probabilities to include more classical examples* Newsection on regression* Onlineinstructors' manual containing solutions to all exercises
Описание: Some probability problems are so difficult that they stump the smartest mathematicians. But even the hardest of these problems can often be solved with a computer and a Monte Carlo simulation, in which a random-number generator simulates a physical process, such as a million rolls of a pair of dice. This is what Digital Dice is all about: how to ge
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