Foundations of Modern Probability (Probability and Its Applications)
| Author | : | |
| Rating | : | 4.88 (960 Votes) |
| Asin | : | 0387953132 |
| Format Type | : | paperback |
| Number of Pages | : | 638 Pages |
| Publish Date | : | 2017-08-04 |
| Language | : | English |
DESCRIPTION:
Excellent advanced reference. AmzCustomer This book covers a huge range of topics in modern probability. Kallenberg presents the material rigorously and clearly, but the level is advanced and the explanations are very concise. Some solid background in graduate-level probability is required. I would mostly recommend as an additional reference, as opposed to the main textbook for a probability course. Also, the material covered in this textbook is equivalent to that of several PhD-level courses, so the pa. "good treatment of probability theory" according to Michael R. Chernick. When I was a graduate student at Stanford I took a seminar on point processes taught by Ross Leadbetter who was visiting Stanford for the summer. We used Kallenberg's book "Random Measures". That book provided a concise and mathematically rigorous treatment of random measures. This text on probability is a much larger volume but is masterfully presented.Kallenberg in his usual rigorous style presents the basic measure theory in the first two chapters. He then co. Incredible book, almost self-contained! This book has accomplished something few people will consider feasible. It covers numerous important topics in 600 pages which ordinarily will be available only in several books and monographs combined together with total number of pages easily exceeding 2000! Nevertheless, the author has done it not by cheating or handwaving as found in some other books - like those familiar words "this topic is beyond the scope of the present book " or "the proof is omitted fo
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.
I repeat a statement from my review of the first edition: "From the table of contents it is difficult to believe behind all these topics a streamlined readable text is at all possible. D. It is astonishing that a single volume of just over five hundred pages could contain so much material presented with complete rigor and still be at least formally self-contained" R.K. Readers wishing to venture into it may do so with confidence that they are in very capable hands." F.B. … ‘From the table of contents it is difficu