Foundations of modern probability:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
2002
|
| Edition: | 2. ed. |
| Series: | Probability and its applications
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVII, 638 S. |
| ISBN: | 0387953132 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | FOUNDATIONS OF MODERN PROBABILITY FOUNDATIONS OF MODERN PROBABILITY
FOUNDATIONS OF MODERN PROBABILITY PROBABILITY; MODERN PROBABILITY;
PROBABILITY THEORY PROBABILITY; MODERN PROBABILITY; PROBABILITY THEORY
PROBABILITY; MODERN PROBABILITY; PROBABILITY THEORY 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 REVIEWSTHIS NEW EDITION CONTAINS FOUR NEW CHAPTERS AS WELL
AS NUMEROUS IMPROVEMENTS THROUGHOUT THE TEXT. TOC: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.
|
| any_adam_object | 1 |
| author | Kallenberg, Olav |
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| building | Verbundindex |
| bvnumber | BV014104069 |
| callnumber-first | Q - Science |
| callnumber-label | QA273 |
| callnumber-raw | QA273 |
| callnumber-search | QA273 |
| callnumber-sort | QA 3273 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 800 |
| classification_tum | MAT 600f |
| ctrlnum | (OCoLC)46937587 (DE-599)BVBBV014104069 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed. |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:57:42Z |
| institution | BVB |
| isbn | 0387953132 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009661873 |
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| physical | XVII, 638 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer |
| record_format | marc |
| series2 | Probability and its applications |
| spelling | Kallenberg, Olav Verfasser (DE-588)10837615X aut Foundations of modern probability Olav Kallenberg 2. ed. New York [u.a.] Springer 2002 XVII, 638 S. txt rdacontent n rdamedia nc rdacarrier Probability and its applications Grondslagen gtt PROBABILIDADE larpcal PROCESSOS ESTOCASTICOS larpcal Probabilités Waarschijnlijkheidstheorie gtt Probabilities Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 s DE-604 HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009661873&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kallenberg, Olav Foundations of modern probability Grondslagen gtt PROBABILIDADE larpcal PROCESSOS ESTOCASTICOS larpcal Probabilités Waarschijnlijkheidstheorie gtt Probabilities Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| subject_GND | (DE-588)4079013-7 |
| title | Foundations of modern probability |
| title_auth | Foundations of modern probability |
| title_exact_search | Foundations of modern probability |
| title_full | Foundations of modern probability Olav Kallenberg |
| title_fullStr | Foundations of modern probability Olav Kallenberg |
| title_full_unstemmed | Foundations of modern probability Olav Kallenberg |
| title_short | Foundations of modern probability |
| title_sort | foundations of modern probability |
| topic | Grondslagen gtt PROBABILIDADE larpcal PROCESSOS ESTOCASTICOS larpcal Probabilités Waarschijnlijkheidstheorie gtt Probabilities Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| topic_facet | Grondslagen PROBABILIDADE PROCESSOS ESTOCASTICOS Probabilités Waarschijnlijkheidstheorie Probabilities Wahrscheinlichkeitstheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009661873&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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