A basic course in probability theory
The book provides the fundamentals of probability theory in a measure-theoretic framework and is intended as self-contained reference material for the forthcoming textbook `Theory and Applications of Stochastic Processes' by the same authors. It consists of thirteen chapters and their titles give a broad picture of the topics covered and their order of development: I. Random Maps, Distribution, and Mathematical Expectation; II. Independence, Conditional Expectation; III. Martingales and Stopping Times; IV. Classical Zero-One Laws, Laws of Large Numbers and Large Deviations; V. Weak Convergence of Probability Measures; VI. Fourier Series, Fourier Transform, and Characteristic Functions; VII. Classical Central Limit Theorems; VIII Laplace Transforms and Tauberian Theorem; IX. Random Series of Independent Summands; X. Kolmogorov's Extension Theorem and Brownian Motion; XI. Brownian Motion: The LIL and Some Fine-Scale Properties; XII. Skorokhod Embedding and Donsker's Invariance Principle; XIII. A Historical Note on Brownian Motion. Three appendices, on Measure and Integration, Topology and Function Spaces, and Hilbert Spaces and Applications in Measure Theory, provide further necessary background. The mathematical level is suitable for advanced undergraduate students and graduate students. The material is presented in a very dense and concise way and each chapter includes a section with exercises at the end, but not too many examples. Thus the book may be used very well as a reference text and companion literature for a lecture course, rather than as a book for self-study or the main basis for a lecture course. Nice features are that it not only contains essentials but also an interesting selection of results not necessarily found together elsewhere and that the authors aimed to bridge the gap between probabilistic and analytic mathematical language.
- Estimating the division rate and kernel in the fragmentation equation
- Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates
- Expected complexity analysis of stochastic direct-search
- \(\Lambda\)-coalescents arising in a population with dormancy
- Complete monotonicity of time-changed Lévy processes at first passage
- On the distribution of angles between increasingly many short lattice vectors
- Convergence of the EM algorithm for continuous mixing distributions
- Stochastic homogenisation of free-discontinuity problems
- Problems of ruin and survival in economics: applications of limit theorems in probability
- Probability theory. A comprehensive course.
- Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates
- Probability.
- The Kolmogorov-Obukhov statistical theory of turbulence
- Probability theory. A foundational course
- The problem of contextuality and the impossibility of experimental metaphysics thereof
- On tightness of the skew random walks
- scientific article; zbMATH DE number 578461 (Why is no real title available?)
- Effects of limiting memory capacity on the behaviour of exemplar dynamics
- scientific article; zbMATH DE number 6948285 (Why is no real title available?)
- scientific article; zbMATH DE number 790011 (Why is no real title available?)
- Markov chain approximations to scale functions of Lévy processes
- scientific article; zbMATH DE number 6304791 (Why is no real title available?)
- Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
- The gambler's ruin problem and quantum measurement
- Regularized Aggregation of One-Off Probability Predictions
- A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets
- Some harmonic functions for killed Markov branching processes with immigration and culling
- Another characterization of homogeneous Poisson processes
- Type transition of simple random walks on randomly directed regular lattices
- A Gentle Introduction to Reinforcement Learning
- Laws of large numbers for q-dependent random variables and nonextensive statistical mechanics
- scientific article; zbMATH DE number 3327848 (Why is no real title available?)
- A basic course in probability theory
- Wahrscheinlichkeitstheorie
- Advection-dispersion across interfaces
- An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies
- Measure Theory, Probability, and Stochastic Processes
- Private measures, random walks, and synthetic data
- Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
- The optimal reinsurance strategy -- the individual claim case
- Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
- Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions
- Stationary measures and the continuous-state branching process conditioned on extinction
- Stochastic gradient descent method with convex penalty for ill-posed problems in Banach spaces
- Randomized Krylov-Projected Iterated Tikhonov Regularization for Large-Scale Ill-posed Problems Under A Posteriori Stopping Rule
- On a strong metric on the space of copulas and its induced dependence measure
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Probability theory.
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