Real Analysis and Probability

Author: R. M. Dudley

Publisher: Cambridge University Press

ISBN: 9780521007542

Category: Mathematics

Page: 555

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This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this new edition, and a number of new exercises have been added, together with hints for solution.

An Introduction to Random Matrices

Author: Greg W. Anderson,Alice Guionnet,Ofer Zeitouni

Publisher: Cambridge University Press

ISBN: 0521194520

Category: Mathematics

Page: 492

View: 4516

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A rigorous introduction to the basic theory of random matrices designed for graduate students with a background in probability theory.

Fractals in Probability and Analysis

Author: Christopher J. Bishop,Yuval Peres

Publisher: Cambridge University Press

ISBN: 1107134110

Category: Mathematics

Page: 412

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This is a mathematically rigorous introduction to fractals which emphasizes examples and fundamental ideas. Building up from basic techniques of geometric measure theory and probability, central topics such as Hausdorff dimension, self-similar sets and Brownian motion are introduced, as are more specialized topics, including Kakeya sets, capacity, percolation on trees and the traveling salesman theorem. The broad range of techniques presented enables key ideas to be highlighted, without the distraction of excessive technicalities. The authors incorporate some novel proofs which are simpler than those available elsewhere. Where possible, chapters are designed to be read independently so the book can be used to teach a variety of courses, with the clear structure offering students an accessible route into the topic.

Uniform Central Limit Theorems

Author: R. M. Dudley

Publisher: Cambridge University Press

ISBN: 0521461022

Category: Mathematics

Page: 436

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This treatise by an acknowledged expert includes several topics not found in any previous book.

Probability with Martingales

Author: David Williams

Publisher: Cambridge University Press

ISBN: 1139642987

Category: Mathematics

Page: N.A

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Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.

Functional Analysis for Probability and Stochastic Processes

An Introduction

Author: Adam Bobrowski

Publisher: Cambridge University Press

ISBN: 9780521831666

Category: Mathematics

Page: 393

View: 5876

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This text is designed both for students of probability and stochastic processes, and for students of functional analysis. It presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook as well as for self-study.

A User's Guide to Measure Theoretic Probability

Author: David Pollard

Publisher: Cambridge University Press

ISBN: 9780521002899

Category: Mathematics

Page: 351

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This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentation of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean.

Multidimensional Real Analysis I

Differentiation

Author: J. J. Duistermaat,J. A. C. Kolk

Publisher: N.A

ISBN: 9780521551144

Category: Mathematics

Page: 798

View: 4906

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Part one of a comprehensive text on multidimensional real analysis, including numerous exercises with partial solutions.

Martingales in Banach Spaces

Author: Gilles Pisier

Publisher: Cambridge University Press

ISBN: 1107137241

Category: Mathematics

Page: 560

View: 735

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This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.

Probability Measures on Metric Spaces

Author: K. R. Parthasarathy

Publisher: Academic Press

ISBN: 1483225259

Category: Mathematics

Page: 288

View: 1973

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Probability Measures on Metric Spaces presents the general theory of probability measures in abstract metric spaces. This book deals with complete separable metric groups, locally impact abelian groups, Hilbert spaces, and the spaces of continuous functions. Organized into seven chapters, this book begins with an overview of isomorphism theorem, which states that two Borel subsets of complete separable metric spaces are isomorphic if and only if they have the same cardinality. This text then deals with properties such as tightness, regularity, and perfectness of measures defined on metric spaces. Other chapters consider the arithmetic of probability distributions in topological groups. This book discusses as well the proofs of the classical extension theorems and existence of conditional and regular conditional probabilities in standard Borel spaces. The final chapter deals with the compactness criteria for sets of probability measures and their applications to testing statistical hypotheses. This book is a valuable resource for statisticians.

Measure Theory and Probability Theory

Author: Krishna B. Athreya,Soumendra N. Lahiri

Publisher: Springer Science & Business Media

ISBN: 038732903X

Category: Business & Economics

Page: 618

View: 7108

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This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D. students in mathematics and statistics although mathematically advanced students from engineering and economics would also find the book useful. Prerequisites are kept to the minimal level of an understanding of basic real analysis concepts such as limits, continuity, differentiability, Riemann integration, and convergence of sequences and series. A review of this material is included in the appendix. The book starts with an informal introduction that provides some heuristics into the abstract concepts of measure and integration theory, which are then rigorously developed. The first part of the book can be used for a standard real analysis course for both mathematics and statistics Ph.D. students as it provides full coverage of topics such as the construction of Lebesgue-Stieltjes measures on real line and Euclidean spaces, the basic convergence theorems, L^p spaces, signed measures, Radon-Nikodym theorem, Lebesgue's decomposition theorem and the fundamental theorem of Lebesgue integration on R, product spaces and product measures, and Fubini-Tonelli theorems. It also provides an elementary introduction to Banach and Hilbert spaces, convolutions, Fourier series and Fourier and Plancherel transforms. Thus part I would be particularly useful for students in a typical Statistics Ph.D. program if a separate course on real analysis is not a standard requirement. Part II (chapters 6-13) provides full coverage of standard graduate level probability theory. It starts with Kolmogorov's probability model and Kolmogorov's existence theorem. It then treats thoroughly the laws of large numbers including renewal theory and ergodic theorems with applications and then weak convergence of probability distributions, characteristic functions, the Levy-Cramer continuity theorem and the central limit theorem as well as stable laws. It ends with conditional expectations and conditional probability, and an introduction to the theory of discrete time martingales. Part III (chapters 14-18) provides a modest coverage of discrete time Markov chains with countable and general state spaces, MCMC, continuous time discrete space jump Markov processes, Brownian motion, mixing sequences, bootstrap methods, and branching processes. It could be used for a topics/seminar course or as an introduction to stochastic processes. Krishna B. Athreya is a professor at the departments of mathematics and statistics and a Distinguished Professor in the College of Liberal Arts and Sciences at the Iowa State University. He has been a faculty member at University of Wisconsin, Madison; Indian Institute of Science, Bangalore; Cornell University; and has held visiting appointments in Scandinavia and Australia. He is a fellow of the Institute of Mathematical Statistics USA; a fellow of the Indian Academy of Sciences, Bangalore; an elected member of the International Statistical Institute; and serves on the editorial board of several journals in probability and statistics. Soumendra N. Lahiri is a professor at the department of statistics at the Iowa State University. He is a fellow of the Institute of Mathematical Statistics, a fellow of the American Statistical Association, and an elected member of the International Statistical Institute.

Measure and Integration Theory

Author: Heinz Bauer

Publisher: Walter de Gruyter

ISBN: 311086620X

Category: Mathematics

Page: 246

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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". Special emphasis is laid on a complete discussion of the transformation of measures and integration with respect to the product measure, convergence theorems, parameter depending integrals, as well as the Radon-Nikodym theorem. The final chapter, essentially new and written in a clear and concise style, deals with the theory of Radon measures on Polish or locally compact spaces. With the main results being Luzin's theorem, the Riesz representation theorem, the Portmanteau theorem, and a characterization of locally compact spaces which are Polish, this chapter is a true invitation to study topological measure theory. The text addresses graduate students, who wish to learn the fundamentals in measure and integration theory as needed in modern analysis and probability theory. It will also be an important source for anyone teaching such a course.

Probability Theory

An Analytic View

Author: Daniel W. Stroock

Publisher: Cambridge University Press

ISBN: 1139494619

Category: Mathematics

Page: N.A

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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. It includes more than 750 exercises. Much of the content has undergone significant revision. In particular, the treatment of Levy processes has been rewritten, and a detailed account of Gaussian measures on a Banach space is given.

Mathematical Statistics

Asymptotic Minimax Theory

Author: Aleksandr Petrovich Korostelev,Olga Korosteleva

Publisher: American Mathematical Soc.

ISBN: 0821852833

Category: Mathematics

Page: 246

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This book is designed to bridge the gap between traditional textbooks in statistics and more advanced books that include the sophisticated nonparametric techniques. It covers topics in parametric and nonparametric large-sample estimation theory. The exposition is based on a collection of relatively simple statistical models. It gives a thorough mathematical analysis for each of them with all the rigorous proofs and explanations. The book also includes a number of helpful exercises. Prerequisites for the book include senior undergraduate/beginning graduate-level courses in probability and statistics.

Real Analysis

Author: N. L. Carothers

Publisher: Cambridge University Press

ISBN: 9780521497565

Category: Mathematics

Page: 401

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This is a course in real analysis directed at advanced undergraduates and beginning graduate students in mathematics and related fields. Presupposing only a modest background in real analysis or advanced calculus, the book offers something to specialists and non-specialists alike, including historical commentary, carefully chosen references, and plenty of exercises.

Probability, Statistics and Analysis

Author: J. F. C. Kingman,G. E. H. Reuter

Publisher: Cambridge University Press

ISBN: 0521285909

Category: Mathematics

Page: 286

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This collection of papers is dedicated to David Kendall, the topics will interest postgraduate and research mathematicians.

Lectures on Real Analysis

Author: Finnur Lárusson

Publisher: Cambridge University Press

ISBN: 1139511041

Category: Mathematics

Page: N.A

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This is a rigorous introduction to real analysis for undergraduate students, starting from the axioms for a complete ordered field and a little set theory. The book avoids any preconceptions about the real numbers and takes them to be nothing but the elements of a complete ordered field. All of the standard topics are included, as well as a proper treatment of the trigonometric functions, which many authors take for granted. The final chapters of the book provide a gentle, example-based introduction to metric spaces with an application to differential equations on the real line. The author's exposition is concise and to the point, helping students focus on the essentials. Over 200 exercises of varying difficulty are included, many of them adding to the theory in the text. The book is perfect for second-year undergraduates and for more advanced students who need a foundation in real analysis.

Advanced Problems in Mathematics

Preparing for University

Author: Stephen Siklos

Publisher: Open Book Publishers

ISBN: 1783741449

Category: Mathematics

Page: 186

View: 7029

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This book is intended to help students prepare for entrance examinations in mathematics and scientific subjects, including STEP (Sixth Term Examination Papers). STEP examinations are used by Cambridge colleges as the basis for conditional offers in mathematics and sometimes in other mathematics-related subjects. They are also used by Warwick University, and many other mathematics departments recommend that their applicants practice on past papers to become accustomed to university-style mathematics. Advanced Problems in Mathematics is recommended as preparation for any undergraduate mathematics course, even for students who do not plan to take the Sixth Term Examination Paper. The questions analysed in this book are all based on recent STEP questions selected to address the syllabus for Papers I and II, which is the A-level core (i.e. C1 to C4) with a few additions. Each question is followed by a comment and a full solution. The comments direct the reader’s attention to key points and put the question in its true mathematical context. The solutions point students to the methodology required to address advanced mathematical problems critically and independently. This book is a must read for any student wishing to apply to scientific subjects at university level and for anybody interested in advanced mathematics.

Introduction to Banach Spaces: Analysis and Probability

Author: Daniel Li,Hervé Queffélec

Publisher: Cambridge University Press

ISBN: 1107162629

Category: Mathematics

Page: 412

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This two-volume text provides a complete overview of the theory of Banach spaces, emphasising its interplay with classical and harmonic analysis (particularly Sidon sets) and probability. The authors give a full exposition of all results, as well as numerous exercises and comments to complement the text and aid graduate students in functional analysis. The book will also be an invaluable reference volume for researchers in analysis. Volume 1 covers the basics of Banach space theory, operatory theory in Banach spaces, harmonic analysis and probability. The authors also provide an annex devoted to compact Abelian groups. Volume 2 focuses on applications of the tools presented in the first volume, including Dvoretzky's theorem, spaces without the approximation property, Gaussian processes, and more. Four leading experts also provide surveys outlining major developments in the field since the publication of the original French edition.

Advanced Real Analysis

Author: Anthony W. Knapp

Publisher: Springer Science & Business Media

ISBN: 9780817644420

Category: Mathematics

Page: 466

View: 9823

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* Presents a comprehensive treatment with a global view of the subject * Rich in examples, problems with hints, and solutions, the book makes a welcome addition to the library of every mathematician