Birkhauser, 1996. — 218 p. — ISBN: 0-8176-3884-9. "…the text is user friendly to the topics it considers and should be very accessible…Instructors and students of statistical measure theoretic courses will appreciate the numerous informative exercises; helpful hints or solution outlines are given with many of the problems. All in all, the text should make a useful reference for...
New York: Wiley-IEEE, 1996. — 481 p. A self-study guide for practicing engineers, scientists, and students, this book offers practical, worked-out examples of continuous and discrete probability for problem-solving courses. It is filled with handy diagrams, examples, and solutions that greatly aid in the comprehension of a variety of probability problems.
World Scientific, 2005. — 319 p. Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honor...
N.-Y.: Springer, 1998. - 244 p. This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain.
Second Edition. — N.-Y.: Chapman and Hall/CRC, 2013. — 469 p. — ISBN: 978-1439875902. Student-Friendly Coverage of Probability, Statistical Methods, Simulation, and Modeling Tools Incorporating feedback from instructors and researchers who used the previous edition, Probability and Statistics for Computer Scientists, Second Edition helps students understand general methods of...
Springer, 1999. — 296 p. Bertoin, J.: Subordinators: Examples and Applications: Foreword.- Elements on subordinators.- Regenerative property.- Asymptotic behaviour of last passage times.- Rates of growth of local time.- Geometric properties of regenerative sets.- Burgers equation with Brownian initial velocity.- Random covering.- Lévy processes.- Occupation times of a linear...
Basel: Birkhäuser, 1984. — 232 p. This book is a unique and profound contribution to the investigation of diffusion processes and stochastic analysis on manifolds. It employs the Malliavin calculus and large deviation techniques to study the asymptotics of the conditional probabilities of bridges associated with certain hypoelliptic diffusions. The program is fully completed in...
Paris. University Press. 9th edition, 1966. 125 p. A premiere vue, l'accouplement du hasard avec la certitude s'expose à passer pour un défi au bon sens 1 aléatoire s'oppose grammaticalement à indubitable, comme bas à haut, froid à chaud, noir à blanc... Nous pourrions prolonger indéfiniment une telle énumération, empruntée à ce langage habituel, dont le caractère principal est...
Paris, Presse Universitaire de France. Sixième edition(1967). 130 p. est un mathématicien français, professeur à la Faculté des sciences de Paris. Il était spécialiste de la théorie des fonctions et des probabilités, membre de l'Académie des sciences, ainsi qu'un homme politique français, député et ministre. Le contexte du virage probabiliste d’Émile Borel à partir de 1905,...
Wiley, 1998. — 619 p. Translated from Russian, this book is an up-to-date account of ergodicity and of the stability of random processes. Important examples are Markov chains (MC) in arbitrary state space, stochastic recursive sequences (SRC) and MC in random environments (MCRI), as well as their continous time analogues.
Hoboken: Wiley, 2004. — 367 p. A straightforward, practical guide to extreme value modeling for today's worldMeasuring and interpreting data for extreme values presents a unique and important challenge that has far-reaching implications for all aspects of modern engineering and science. Extreme Value and Related Models with Applications in Engineering and Science reflects the...
New York: Columbia University Press, 2021. — 368 p. There is a logical flaw in the statistical methods used across experimental science. This fault is not a minor academic quibble: it underlies a reproducibility crisis now threatening entire disciplines. In an increasingly statistics-reliant society, this same deeply rooted error shapes decisions in medicine, law, and public...
Princeton: Princeton University Press, 2000. — 306 p. Life is a chancy proposition: from the movement of molecules to the age at which we die, chance plays a key role in the natural world. Traditionally, biologists have viewed the inevitable "noise" of life as an unfortunate complication. The authors of this book, however, treat random processes as a benefit. In this...
Hayward: Institute of Mathematical Statistics, 1988. - 204 p. This monograph is an expanded version of lecture notes I have used over the past eight years. I first taught this subject at Harvard's Department of Statistics 1981-82 when a version of these notes were issued. I've subsequently taught the subject at Stanford in 1983 and 1986. I've also delivered lecture series on...
New York: Marcel Dekker Inc, 1980. - 624 p. Over the last decade there has taken shape and, we can say, ripened a new interdisciplinary scientific field--a theory of multicomponent random systems. The main object of study here is multidimensional systems comprising a large number of homogeneous locally interacting components. These components may be of different real nature...
Morgan and Claypool, 2009. — 156 p. Most subfields of computer science have an interface layer via which applications communicate with the infrastructure, and this is key to their success (e.g., the Internet in networking, the relational model in databases, etc.). So far this interface layer has been missing in AI. First-order logic and probabilistic graphical models each have...
2nd ed. — John Wiley & Sons, 2019. — 350 p. A revised edition that explores random numbers, probability, and statistical inference at an introductory mathematical level. Written engagingly and entertainingly, the revised and updated second edition of Probably Not continues to offer an informative guide to probability and prediction. The expanded second edition contains problem...
Cambridge: Cambridge University Press, 1991. — 425 p. — ISBN: 9780511570667, 051157066X. In this important first book in the series Cambridge Studies in Probability, Induction and Decision Theory, Ellery Eells explores and refines current philosophical conceptions of probabilistic causality. In a probabilistic theory of causation, causes increase the probability of their...
The Macmillan Company, 1922. – 325 p. – 2nd ed. – ISBN: N/A At the time when the first edition of this little book was published in 1916, I expected to issue a second volume shortly after, dealing with frequency curves and frequen(7 surfaces as well as the related problem of co-variation (correlation). The manuscript for this volume was completed and printing had already...
John Wiley & Sons, 1963. — 695 p. Probability theory can be understood as a mathematical model for the intuitive notion of uncertainty. Without probability theory all the stochastic models in Physics, Biology, and Economics would either not have been developed or would not be rigorous. Also, probability is used in many branches of pure mathematics, even in branches one does not...
Independently published, 2023. — 205 p. Probabilistic reasoning from an elementary point of view with spreadsheets. This book is an analytical palimpsest that attempts to recast into spreadsheets and reimagine the Bayesian Stan-based analytics presented by Richard? for the data analytics that help business managers and executives make decisions. Richard McElreath’s vision and...
Springer, 1996. — 278 p. This book presents a large variety of extensions of the methods of inclusion and exclusion. Both methods for generating and methods for. The inequalities are utilized for finding asymptotic values and for limit theorems. Applications vary from the classical probability to the modern extreme value theory and combinatorial counting to random subset...
John Wiley & Sons, 938 p., 1986. This is the first book to summarize a broad cross-section of the large volume of literature available on one-dimensional empirical processes.
Princeton University Press, 2018. — 212 p. Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and...
Londonand New York. Spon Press. 2005. — 369 p. 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...
New York: Springer, 1996. - 316 p. The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation...
Academic Press, 1980. — 308 p. Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior. The book explains the thesis that martingale theory is central to chance theory, and also examines the relationships between martingales and processes, embeddable in or approximated by...
London: Routledge, 1996. — 213 p. Notions of probability and uncertainty have been increasingly prominant in modern economics. This book considers the philosophical and practical difficulties inherent in integrating these concepts into realistic economic situations. It outlines and evaluates the major developments, indicating where further work is needed. This book addresses:...
Society for Industrial and Applied Mathematics, 2005. — 464 p. — 2nd ed. — ISBN: 9780898715750, 089871575X Basic Concepts of Probability and Statistics provides a mathematically rigorous introduction to the fundamental ideas of modern statistics for readers without a calculus background. It is the only book at this level to introduce readers to modern concepts of hypothesis...
4th Edition. — McGraw-Hill Education, 2020. — 686 p. Schaum’s Outline of Probability, Random Variables, and Random Processes, Fourth Edition is packed with hundreds of examples, solved problems, and practice exercises to test your skills. This updated guide approaches the subject in a more concise, ordered manner than most standard texts, which are often filled with extraneous...
Springer, 1988. — 181 p. This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by...
Proceedings of the Fourth USSR - Japan Symposium, held at Tbilisi, USSR, August 23-29, 1982. — Springer, 1983. — 795 p. The Fourth USSR-Japan Symposium on Probability Theory and Mathematical Statistics was held at Tbilisi, Soviet Union, August 23-29, 1982. Forty five probabilists from Japan and about 300 from the Soviet Union attended the symposium. This volume contains the...
Wiley-Interscience, 2008. - 760 p. Comprehensive and thorough development of both probability and statistics for serious computer scientists; goal-oriented: "to present the mathematical analysis underlying probability results". Special emphases on simulation and discrete decision theory. Mathematically-rich, but self-contained text, at a gentle pace. Review of calculus and...
2nd Edition. — New York: CRC / Marcel Dekker, Inc., 1991. — 510 p. — ISBN: 0-8247-8532-0 Inference for stochastic processes seems to have become a distinct subfield of probability and statistics. No longer viewed as falling between probability and statistics but part of neither, it is now recognized as spanning both. Questions of inference are current important concerns — not...
2nd ed. — Wiley, 2014. — 592 p. — (Statistics in Practice). — ISBN: 1118456068, 9781118456064. fully revised and updated, this book combines a theoretical background with examples and references to R, minitab and Jmp, enabling practitioners to find state-of-the-art material on both foundation and implementation tools to support their work. Topics addressed include...
Singapore: World Scientific Publishing Co. Pte. Ltd., 2016. — 299 p. Creating a rigorous mathematical theory of randomness is far from being complete, even in the classical case. Probability and Randomness: Quantum versus Classical rectifies this and introduces mathematical formalisms of classical and quantum probability and randomness with brief discussion of their...
Charles University, 2005. — 91 p. The book focuses on probability metrics suitable for the characterization of random variables in Hilbert or Banach space. It provides details of various stochastic processes, such as testing non-deterministic statistical hypotheses, characterization of probability distribution or constructing multidimensional test for two selections. The book...
New York, Mineola: Dover Publications Inc. 2017. — 509 p. Overview. Geometrical Representations. Axiomatic Geometry and Applications. Proximity Measurement. Color and Force Measurement. Representations and Thresholds. Representations of Choice Probabilities.
New York, Mineola, Dover Publications Inc. 2017. — 372 p. Overview. Nonadditive Representations. Scale Types. Axiomatization. Invariance and Meaningfulness.
New York: Springer, 2006. — 363 p. This text is designed for a one-semester course on Probability and Statistics. The exposition unfolds systematically from an introductory chapter to such topics as random variables and vectors, stochastic processes, estimation, testing and regression. The topics are well chosen and the presentation is enriched by many examples from real life....
Cambridge: Cambridge University Press, 1980. — 135 p. The two parts of this book treat probability and statistics as mathematical disciplines and with the same degree of rigour as is adopted for other branches of applied mathematics at the level of a British honours degree. They contain the minimum information about these subjects that any honours graduate in mathematics ought...
Princeton: Princeton University Press, 1981. — 160 p. In this book, the authors give the first necessary and sufficient conditions for the uniform convergence a.s. of random Fourier series on locally compact Abelian groups and compact non-Abelian groups. They also obtain many related results. For example, whenever a random Fourier series converges uniformly a.s. it also...
2nd Edition. — Wiley, 2017. — 631 p. — (Wiley Series in Probability and Statistics). — ISBN 978-0-471-68717-7. Describes statistical intervals to quantify sampling uncertainty,focusing on key application needs and recently developed methodology in an easy-to-apply format. Statistical intervals provide invaluable tools for quantifying sampling uncertainty. The widely hailed...
Cambridge: Cambridge University Press, 2017. — 490 p. Greatly expanded, this new edition requires only an elementary background in discrete mathematics and offers a comprehensive introduction to the role of randomization and probabilistic techniques in modern computer science. Newly added chapters and sections cover topics including normal distributions, sample complexity, VC...
New York: Chapman & Hall, 1998. — 478 p. This unique text collects more than 400 problems in combinatorics, derived distributions, discrete and continuous Markov chains, and models requiring a computer experimental approach. The first book to deal with simplified versions of models encountered in the contemporary statistical or engineering literature, Algorithmic Probability...
AoPS Incorporated, 2018. — 386 p. — ISBN: 9781934124062, 1934124060. Learn the basics of counting and probability from former USA Mathematical Olympiad winner David Patrick. Topics covered in the book include permutations, combinations, Pascal's Triangle, basic combinatorial identities, expected value, fundamentals of probability, geometric probability, the Binomial Theorem,...
Chapman and Hall/CRC, 2023. — 405 p. Entropy Randomization in Machine Learning presents a new approach to machine learning — entropy randomization — to obtain optimal solutions under uncertainty (uncertain data and models of the objects under study). Randomized machine-learning procedures involve models with random parameters and maximum entropy estimates of the probability...
Chichester: Wiley, 1991. — 485 p. Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given...
McGraw-Hill Companies, 2001. — 159 p. — ISBN: 0-07-139838-4. Tough Test Questions? Missed Lectures? Not Enough Time? Fortunately, there's Schaum's. This all-in-one-package includes more than 750 fully solved problems, examples, and practice exercises to sharpen your problem-solving skills. Plus, you will have access to 20 detailed videos featuring Math instructors who explain...
Kluwer Academic Publications, 1992. - 611 p. This volume is the second of three volumes devoted to the work of one of the most prominent twentieth-century mathematicians. Throughout his mathematical work, A.N. Kolmogorov (1903-1987) showed great creativity and versatility and his wide-ranging studies in many different areas led to the solution of conceptual and fundamental...
New York: Springer, 2022. — 505 p. This book discusses diverse concepts and notions – and their applications – concerning probability and random variables at the intermediate to advanced level. It explains basic concepts and results in a clearer and more complete manner than the extant literature. In addition to a range of concepts and notions concerning probability and random...
McGraw-Hill, 1998. — 372 p. Series: Schaum's Outline ISBN10: 0070602204 ISBN13: 978-0070602205 The purpose of this book is to present a modern introduction to probability and statistics using background of calculus. For convenience the book is divided into two parts. The first deals with probability (and by itself can be used to provide an introduction to the subject), while...
Institute of Mathematical Statistics, 1987. — 158 p. Miscellaneous Frontmatter The basic approach Continuation of the basic idea A normal approximation theorem The number of ones in the binary expansion of a random integer Heuristic treatment of the large deviations Sums of independent random variables with densities Counting Latin rectangles Poisson approximations Sums of...
New York: John Wiley & Sons Ltd, 2017. — 591 p. Probability and Conditional Expectations bridges the gap between books on probability theory and statistics by providing the probabilistic concepts estimated and tested in analysis of variance, regression analysis, factor analysis, structural equation modeling, hierarchical linear models and analysis of qualitative data. The...
Duxbury Press, 1995. - 838 p. This author's modern approach is intended primarily for honors undergraduates or undergraduates with a good math background taking a mathematical statistics or statistical inference course. The author takes a finite-dimensional functional modeling viewpoint (in contrast to the conventional parametric approach) to strengthen the connection between...
Amer Mathematical Society, 2001. — 347 p. — ISBN: 0821826875, 9780821826874 Algebraic methods and arguments in statistics and probability are well known, from Gauss' least squares principle through Fisher's method of variance decomposition. The relevance of group-theoretic arguments, for example, became evident in the 1980s. Such techniques continue to be of interest today,...
New York: Dover, 1957. — 257 p. This comprehensive study of probability, its relation to statistics, and its truth-finding value considers the approaches of Pascal, Laplace, Poisson, and others. It also discusses Laws of Large Numbers, the theory of errors, and other relevant topics. Numerous examples complement the text.
Proceedings of the Fifth Japan-USSR Symposium, held in Kyoto, Japan, July 8-14, 1986. — Springer, 1998. — 595 p. The Fifth Japan-USSR Symposium on Probability Theory was held at Kyoto University, July 8-14, 1986. Attendance from USSR numbered 25 and from Japan 190. This volume contains the papers presented at the symposium. Records of the meetings, lists of the Organizing...
Routledge, 2022. — 294 p. First published in 1982, Philosophical Foundations of Probability Theory starts with the uses we make of the concept in everyday life and then examines the rival theories that seek to account for these applications. It offers a critical exposition of the major philosophical theories of probability, with special attention given to the metaphysical and...
Cambridge University Press, 2001. — 568 p. In this lively look at both subjects, David Williams convinces Mathematics students of the intrinsic interest of Statistics and Probability, and Statistics students that the language of Mathematics can bring real insight and clarity to their subject. He helps students build the intuition needed, in a presentation enriched with examples...
New York: Academic Press, 1980. — 255 p. The area of probability inequalities in multivariate distributions is certainly not new. However, it has experienced a remarkable growth and development during the past two decades or so. Today the subject plays an important role in many areas of statistics and probability, and it presents a very challenging and attractive field of...
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