probability and measure wiley series in probability and statistics

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Probability And Measure

Author : Patrick Billingsley
ISBN : 0471007102
Genre : Mathematics
File Size : 45. 37 MB
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PROBABILITY AND MEASURE Third Edition Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory. Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

Convergence Of Probability Measures

Author : Patrick Billingsley
ISBN : 9781118625965
Genre : Mathematics
File Size : 80. 95 MB
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A new look at weak-convergence methods in metric spaces-from a master of probability theory In this new edition, Patrick Billingsley updates his classic work Convergence of Probability Measures to reflect developments of the past thirty years. Widely known for his straightforward approach and reader-friendly style, Dr. Billingsley presents a clear, precise, up-to-date account of probability limit theory in metric spaces. He incorporates many examples and applications that illustrate the power and utility of this theory in a range of disciplines-from analysis and number theory to statistics, engineering, economics, and population biology. With an emphasis on the simplicity of the mathematics and smooth transitions between topics, the Second Edition boasts major revisions of the sections on dependent random variables as well as new sections on relative measure, on lacunary trigonometric series, and on the Poisson-Dirichlet distribution as a description of the long cycles in permutations and the large divisors of integers. Assuming only standard measure-theoretic probability and metric-space topology, Convergence of Probability Measures provides statisticians and mathematicians with basic tools of probability theory as well as a springboard to the "industrial-strength" literature available today.


Author : John W. Lamperti
ISBN : 9781118150436
Genre : Mathematics
File Size : 20. 68 MB
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The brand new edition of this classic text--with more exercises and easier to use than ever Like the first edition, this new version of Lamperti's classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some familiarity with elementary probability. Streamlined for even greater clarity and with more exercises to help develop and reinforce skills, Probability is ideal for graduate and advanced undergraduate students--both in and out of the classroom. Probability covers: * Probability spaces, random variables, and other fundamental concepts * Laws of large numbers and random series, including the Law of the Iterated Logarithm * Characteristic functions, limiting distributions for sums and maxima, and the "Central Limit Problem" * The Brownian Motion process

A Weak Convergence Approach To The Theory Of Large Deviations

Author : Paul Dupuis
ISBN : 9781118165898
Genre : Mathematics
File Size : 21. 15 MB
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Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of the theory contributes both to its richness and difficulty. This innovative text demonstrates how to employ the well-established linear techniques of weak convergence theory to prove large deviation results. Beginning with a step-by-step development of the approach, the book skillfully guides readers through models of increasing complexity covering a wide variety of random variable-level and process-level problems. Representation formulas for large deviation-type expectations are a key tool and are developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory and measure-theoretic probability, A Weak Convergence Approach to the Theory of Large Deviations is important reading for both students and researchers.

The Theory Of Measures And Integration

Author : Eric M. Vestrup
ISBN : 9780470317952
Genre : Mathematics
File Size : 78. 32 MB
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An accessible, clearly organized survey of the basic topics of measure theory for students and researchers in mathematics, statistics, and physics In order to fully understand and appreciate advanced probability, analysis, and advanced mathematical statistics, a rudimentary knowledge of measure theory and like subjects must first be obtained. The Theory of Measures and Integration illuminates the fundamental ideas of the subject-fascinating in their own right-for both students and researchers, providing a useful theoretical background as well as a solid foundation for further inquiry. Eric Vestrup's patient and measured text presents the major results of classical measure and integration theory in a clear and rigorous fashion. Besides offering the mainstream fare, the author also offers detailed discussions of extensions, the structure of Borel and Lebesgue sets, set-theoretic considerations, the Riesz representation theorem, and the Hardy-Littlewood theorem, among other topics, employing a clear presentation style that is both evenly paced and user-friendly. Chapters include: * Measurable Functions * The Lp Spaces * The Radon-Nikodym Theorem * Products of Two Measure Spaces * Arbitrary Products of Measure Spaces Sections conclude with exercises that range in difficulty between easy "finger exercises"and substantial and independent points of interest. These more difficult exercises are accompanied by detailed hints and outlines. They demonstrate optional side paths in the subject as well as alternative ways of presenting the mainstream topics. In writing his proofs and notation, Vestrup targets the person who wants all of the details shown up front. Ideal for graduate students in mathematics, statistics, and physics, as well as strong undergraduates in these disciplines and practicing researchers, The Theory of Measures and Integration proves both an able primary text for a real analysis sequence with a focus on measure theory and a helpful background text for advanced courses in probability and statistics.

Methods For Statistical Data Analysis Of Multivariate Observations

Author : Ram Gnanadesikan
ISBN : 0471161195
Genre : Mathematics
File Size : 46. 57 MB
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A practical guide for multivariate statistical techniques-- now updated and revised In recent years, innovations in computer technology and statistical methodologies have dramatically altered the landscape of multivariate data analysis. This new edition of Methods for Statistical Data Analysis of Multivariate Observations explores current multivariate concepts and techniques while retaining the same practical focus of its predecessor. It integrates methods and data-based interpretations relevant to multivariate analysis in a way that addresses real-world problems arising in many areas of interest. Greatly revised and updated, this Second Edition provides helpful examples, graphical orientation, numerous illustrations, and an appendix detailing statistical software, including the S (or Splus) and SAS systems. It also offers * An expanded chapter on cluster analysis that covers advances in pattern recognition * New sections on inputs to clustering algorithms and aids for interpreting the results of cluster analysis * An exploration of some new techniques of summarization and exposure * New graphical methods for assessing the separations among the eigenvalues of a correlation matrix and for comparing sets of eigenvectors * Knowledge gained from advances in robust estimation and distributional models that are slightly broader than the multivariate normal This Second Edition is invaluable for graduate students, applied statisticians, engineers, and scientists wishing to use multivariate techniques in a variety of disciplines.

The Theory Of Canonical Moments With Applications In Statistics Probability And Analysis

Author : Holger Dette
ISBN : 0471109916
Genre : Mathematics
File Size : 60. 35 MB
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This new material is concerned with the theory and applications of probability, statistics and analysis of canonical moments. It provides a powerful tool for the determination of optimal experimental designs, for the calculation of the main characteristics of random walks, and for other moment problems appearing in probability and statistics.

Probability Theory

Author : R. G. Laha
ISBN : UOM:39015016360284
Genre : Mathematics
File Size : 38. 30 MB
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A comprehensive, self-contained, yet easily accessible presentation of basic concepts, examining measure-theoretic foundations as well as analytical tools. Covers classical as well as modern methods, with emphasis on the strong interrelationship between probability theory and mathematical analysis, and with special stress on the applications to statistics and analysis. Includes recent developments, numerous examples and remarks, and various end-of-chapter problems. Notes and comments at the end of each chapter provide valuable references to sources and to additional reading material.

Probability Metrics And The Stability Of Stochastic Models

Author : Svetlozar Todorov Rachev
ISBN : UOM:39015019835670
Genre : Mathematics
File Size : 24. 49 MB
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Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.

Mean Field Models For Spin Glasses

Author : Michel Talagrand
ISBN : 3642152023
Genre : Mathematics
File Size : 76. 49 MB
Format : PDF
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This is a new, completely revised, updated and enlarged edition of the author's Ergebnisse vol. 46: "Spin Glasses: A Challenge for Mathematicians". This new edition will appear in two volumes, the present first volume presents the basic results and methods, the second volume is expected to appear in 2011. In the eighties, a group of theoretical physicists introduced several models for certain disordered systems, called "spin glasses". These models are simple and rather canonical random structures, of considerable interest for several branches of science (statistical physics, neural networks and computer science). The physicists studied them by non-rigorous methods and predicted spectacular behaviors. This book introduces in a rigorous manner this exciting new area to the mathematically minded reader. It requires no knowledge whatsoever of any physics. The first volume of this new and completely rewritten edition presents six fundamental models and the basic techniques to study them.

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