Random Measures

Science & Math

Kallenberg, Olav

Mathematics

Academic Pr

This is the first comprehensive treatment of the three basic symmetries of probability theory - contractability, exchangeability, and rotatability - defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930's, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book.

Probabilistic Symmetries and Invariance Principles (Probability and Its Applications)

Springer

Provides comprehensive coverage of modern probability theory from first principles to more advanced topics. Covers classical limit theorems, martingales, Markov chains, random walks, stationary processes, weak convergence and Feller processes. DLC: Probabilities.

Foundations of Modern Probability (Springer Series in Statistics. Probability and Its Applications.)

Springer, Verlag

The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Foundations of Modern Probability (Probability and Its Applications)

Foundations of Modern Probability (Probability Theory and Stochastic Modelling, 99)

The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.

Random Measures (German Edition)

de Gruyter

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling, 77)

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Books by Kallenberg, Olav

See the best price to sell, buy, or rent books by Kallenberg, Olav. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Random Measures

Probabilistic Symmetries and Invariance Principles (Probability and Its Applications)

Foundations of Modern Probability (Springer Series in Statistics. Probability and Its Applications.)

Probabilistic Symmetries and Invariance Principles (Probability and Its Applications)

Foundations of Modern Probability (Probability and Its Applications)

Foundations of Modern Probability (Probability Theory and Stochastic Modelling, 99)

Foundations of Modern Probability (Probability Theory and Stochastic Modelling, 99)

Random Measures (German Edition)

Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling, 77)

Random Measures, Theory and Applications (Probability Theory and Stochastic Modelling, 77)