English | July 27, 2006 | ISBN: 038732903X | 624 pages | PDF | 4 MB

This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuristic explanations behind the theory to help students see the big picture.

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M. Loeve, «Probability Theory I»

Springer | ISBN 0387902104 | 4th edition (March 1977) | djvu | 3,84Mb | 452 pages

Springer | ISBN 0387902104 | 4th edition (March 1977) | djvu | 3,84Mb | 452 pages

M. Loeve, «Probability Theory II (Graduate Texts in Mathematics)»

Springer | ISBN 0387902627 | 4 edition (May 15, 1978) | djvu | 3,9 Mb | 436 pages

Springer | ISBN 0387902627 | 4 edition (May 15, 1978) | djvu | 3,9 Mb | 436 pages

Publisher: Krieger Publishing Company | 1973 | ISBN: 0882751441 | 281 pages | PDF | 8,8 MB

A classic description of probability theory, which remains the proven work in the field.

This book is a revised and extended translation of a Swedish textbook which was published first in 1926 and then in entirely rewritten form in 1949. Starting with a historical introduction to the subjcct, the book covers the elements of the mathematical theory of probability, with the main emphasis on the theory of random variables and probability distributions. Applications to various fields, particularly to modern statistical methods, arc discusscd and illustrated by a number of examples. The problems offered for the reader's solution include simple exercises as well as important complements to the theories and methods given in the text.

English | 2009 | ISBN: 0387749942 | 340 pages | PDF | 5,1 MB

This book presents elementary probability theory with interesting and well-chosen applications that illustrate the theory. An introductory chapter reviews the basic elements of differential calculus which are used in the material to follow. The theory is presented systematically, beginning with the main results in elementary probability theory.

Krieger Pub Co | 12-06-1980 | ISBN: 0898741793 | PDF | 677 pages | 7.3mb

Probability Theory and Statistical Methods for Engineers describes the fundamental concepts and applications of probability and statistics. By bringing together modern probability theory with the more practical applications of statistics, it bridges the gap between theory and practice. Topics such as, for example, Fourier transforms and stochastic processes are presented as a series of methods or recipes which can be applied to specific problems, but for this they need to be well understood.

English | Nov 23, 2004 | ISBN: 3540546863 | 276 Pages | PDF | 1 MB

The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn about the basic concepts of probability and its applications, preparing them for more advanced and specialized works.

English | 1979 | ISBN: 0486637174 | 481 pages | PDF | 12,7 MB

Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

New York: John Wiley & Sons, 1963 | 1963 | English | ASIN: B0037H5XZ0 | 695 pages | PDF | 36 MB

Probability Theory and Statistical Methods for Engineers describes the fundamental concepts and applications of probability and statistics. By bringing together modern probability theory with the more practical applications of statistics, it bridges the gap between theory and practice. Topics such as, for example, Fourier transforms and stochastic processes are presented as a series of methods or recipes which can be applied to specific problems, but for this they need to be well understood.

Published: 2013-01-09 | ISBN: 3642335489 | PDF | 454 pages | 5 MB

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures.

The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.

ISBN: 3540631909 | edition 1997 | PDF | 428 pages | 16 mb

This new volume of the long-established St. Flour Summer School of Probability includes the notes of the three major lecture courses by Erwin Bolthausen on "Large Deviations and Iterating Random Walks", by Edwin Perkins on "Dawson-Watanabe Superprocesses and Measure-Valued Diffusions", and by Aad van der Vaart on "Semiparametric Statistics".

English | 2010 | ISBN: 0521132509 , 0521761581 | 550 pages | PDF | 4,7 MB

This second edition of Daniel W. Stroock's text is suitable for first-year graduate students with a good grasp of introductory, undergraduate probability theory and a sound grounding in analysis. It is intended to provide readers with an introduction to probability theory and the analytic ideas and tools on which the modern theory relies.

English | Nov 10, 2006 | ISBN: 1598291505 | 108 Pages | PDF | 0.8 MB

This is the third in a series of short books on probability theory and random processes for biomedical engineers. This book focuses on standard probability distributions commonly encountered in biomedical engineering.

English | Aug 1, 2006 | ISBN: 1598290606 | 136 Pages | PDF | 1 MB

This is the first in a series of short books on probability theory and random processes for biomedical engineers. This text is written as an introduction to probability theory.

English | Dec 20, 2005 | ISBN: 3540260692 | 288 Pages | PDF | 3 MB

Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.

Duxbury Press; 2 edition | August 30, 1995 | English | ISBN: 0534243185 | 528 pages | PDF | 14 MB

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The new edition begins with a short chapter on measure theory to orient readers new to the subject.

English | 2000 | ISBN: 9048155053 | 314 Pages | PDF | 15 MB

It is well known that contemporary mathematics includes many disci plines. Among them the most important are: set theory, algebra, topology, geometry, functional analysis, probability theory, the theory of differential equations and some others.