“…The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. …”
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“…This book gives a straightforward introduction to the field as it is nowadays required in many branches of analysis and especially in probability theory. The first three chapters (Measure Theory, Integration Theory, Product Measures) basically follow the clear and approved exposition given in the author's earlier book on ""Probability Theory and Measure Theory"". …”
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“…A pre-requisite is a basic knowledge of probability theory.…”
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“…Data Analysis Orientation The Role and Scope of Statistics in Science and Engineering Types of Data: Examples from Engineering, Public Health, and Finance The Frequency Distribution of a Variable Defined on a Population Quantiles of a Distribution Measures of Location (Central Value) and Variability Covariance, Correlation, and Regression: Computing a Stock's Beta Mathematical Details and Derivations Large Data Sets Probability Theory Orientation Sample Space, Events, Axioms of Probability Theory Mathematical Models of Random Sampling Conditional Probability and Baye…”
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“…It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. …”
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“…This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. …”
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“…This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. …”
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“…These up to date courses present the state of the art in three matters of interest to students in theoretical or applied Probability Theory, and to researchers as well.…”
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“…This book presents the first comprehensive introduction to free probability theory, a highly noncommutative probability theory with independence based on free products instead of tensor products. …”
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“…They also present background material which makes the book accessible and useful to researchers and graduate students working in functional analysis, probability theory, and mathematical physics.…”
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“…Understanding the fluctuations of random objects is one of the major goals of probability theory and a whole subfield of probability and analysis, called concentration of measure, is devoted to understanding these fluctuations. …”
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“…This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling. …”
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“…The book introduces polynomial approximation theory and probability theory; describes the basic theory of gPC meth…”
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“…The aim is to provide the reader with the necessary tools of probability theory and thermodynamics (especially the thermodynamic potentials) to enable subsequent study at advanced graduate level. …”
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“…Random matrix theory is at the intersection of linear algebra, probability theory and integrable systems, and has a wide range of applications in physics, engineering, multivariate statistics and beyond. …”
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“…Probability theory is based on the notion of independence. …”
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“…Civil and environmental engineers need an understanding of mathematical statistics and probability theory to deal with the variability that affects engineers'' structures, soil pressures, river flows and the like. …”
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“…The authors present a concise but complete exposition of the mathematical theory of stable convergence and give various applications in different areas of probability theory and mathematical statistics to illustrate the usefulness of this concept. …”
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