Research Catalog
Foundations of modern probability
- Title
- Foundations of modern probability / Olav Kallenberg.
- Author
- Kallenberg, Olav.
- Publication
- New York : Springer, [2002], ©2002.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | QA273 .K285 2001 | Off-site |
Details
- Description
- xvii, 638 pages : illustrations; 24 cm.
- Summary
- "This book is unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results.
- Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced. Numerous easy to more challenging exercises are provided, especially for the early chapters."--BOOK JACKET.
- Series Statement
- Probability and its applications
- Uniform Title
- Springer series in statistics. Probability and its applications.
- Subject
- Bibliography (note)
- Includes bibliographical references (p. [596]-619) and indexes.
- Contents
- 1. Elements of Measure Theory -- 2. Processes, Distributions, and Independence -- 3. Random Sequences, Series, and Averages -- 4. Characteristic Functions and Classical Limit Theorems -- 5. Conditioning and Disintegration -- 6. Martingales and Optional Times -- 7. Markov Processes and Discrete-Time Chains -- 8. Random Walks and Renewal Theory -- 9. Stationary Processes and Ergodic Theory -- 10. Poisson and Pure Jump-Type Markov Processes -- 11. Gaussian Processes and Brownian Motion -- 12. Skorohod Embedding and Invariance Principles -- 13. Independent Increments and Infinite Divisibility -- 14. Convergence of Random Processes, Measures, and Sets -- 15. Stochastic Integrals and Quadratic Variation -- 16. Continuous Martingales and Brownian Motion -- 17. Feller Processes and Semigroups -- 18. Stochastic Differential Equations and Martingale Problems -- 19. Local Time, Excursions, and Additive Functionals -- 20. One-Dimensional SDEs and Diffusions --
- 21. PDE-Connections and Potential Theory -- 22. Predictability, Compensation, and Excessive Functions -- 23. Semimartingales and General Stochastic Integration.
- ISBN
- 0387949577 (alk. paper)
- 0387953132
- LCCN
- 2001032816
- OCLC
- ocm46937587
- SCSB-8887312
- Owning Institutions
- Columbia University Libraries