Probability: A graduate course.
Die Wahrscheinlichkeitstheorie wird in dem englischsprachigen Lehrband als eine fundierte und zugleich praxisrelevante Disziplin für fortgeschrittene Leser interpretiert. Dabei wird auf exakte Formulierung des mathematischen Kalküls besonderer Wert gelegt. Zudem wird ver\-sucht, die Paarung der Wahrscheinlichkeitstheorie als reine mathematische Disziplin mit der mathematischen Modellierung von Zufallsphänomenen zu verstehen. Der Kerngedanke dieses ``Fortgeschrittenenkurses ist eine Verbindung von Allgemeingültigkeiten mit Besonderheiten. Das Buch gliedert sich in die Abschnitte Maßtheorie, Zufallsgrößen, Ungleichungen, charakteristische Verteilungsfunktionen, Konvergenzarten, das Gesetz der Großen Zahlen, der zentrale Grenzwertsatz sowie das Gesetz der iterierten Logarithmen. In einem abschließenden Kapitel werden `Martingale' vorgestellt und diskutiert. Leider verzichtet der Autor auf jegliche visuelle Unterstützung der oft eintönigen Stoffdarbietung (Definition, Satz, Beispiel). Ebenso finden die Anwendungen nicht den gebührenden Platz. Im Anhang sind für den Leser einige wichtige Formeln zusammengestellt.
- Cut points and diffusions in random environment
- On an asymptotic series of Ramanujan
- Learning algorithms may perform worse with increasing training set size: algorithm-data incompatibility
- Statistical inference for population quantiles and variance in judgment post-stratified samples
- A limited-feedback approximation scheme for optimal switching problems with execution delays
- Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk
- The complete moment convergence for CNA random vectors in Hilbert spaces
- The convex hull of a planar random walk: perimeter, diameter, and shape
- The convergence of double-indexed weighted sums of martingale differences and its application
- On the strong convergence and complete convergence for pairwise NQD random variables
- Random Bernstein-Markov factors
- Distribution of zeros for random Laurent rational functions
- On the critical probability in percolation
- Regularity of the speed of biased random walk in a one-dimensional percolation model
- Zero distribution of random polynomials
- Higher order moment stability region for Markov jump systems based on cumulant generating function
- Distributional convergence for the number of symbol comparisons used by QuickSort
- Can time-homogeneous diffusions produce any distribution?
- First passage percolation on random graphs with finite mean degrees
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
- Explicit moments for a class of micro-models in non-life insurance
- Wavelet bases in Banach function spaces
- A lower bound for the tail probability of partial maxima of dependent random variables and applications
- Distinct fringe subtrees in random trees
- An almost sure upper bound for random multiplicative functions on integers with a large prime factor
- On weighted cumulative residual Tsallis entropy and its dynamic version
- The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function
- \(\ell^{\infty}\) Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences
- Weak law of large numbers without any restriction on the dependence structure of random variables
- Estimation of parameters of component lifetime distribution in a coherent system
- On testing pseudorandom generators via statistical tests based on the arcsine law
- Uniqueness of Gibbs fields with unbounded random interactions on unbounded degree graphs
- On complete moment convergence for weighted sums of negatively superadditive dependent random variables.
- On the local pairing behavior of critical points and roots of random polynomials
- Finiteness of record values and alternative asymptotic theory of records with atom endpoints
- On a Spitzer-type law of large numbers for partial sums of m-negatively associated random variables
- On \(p\)-rationality of \(\mathbb{Q}(\zeta_{2l+1})^+\) for Sophie Germain primes \(l\)
- Game-based coalescence in multi-agent systems
- Estimation of the characteristics of a Lévy process
- Some results on approximation for distributions of random sums by Poisson distribution
- Distribution of short sums of classical Kloosterman sums of prime powers moduli
- The Marcinkiewics-Zygmund strong law of large numbers for dependent random variables
- Limit theorems for nonnegative independent random variables with truncation
- Expected number of real zeros for random Freud orthogonal polynomials
- Scaling limits of random planar maps with a unique large face
- Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme
- On weak approximations of U-statistics
- Estimation of the mean in partially observed branching processes with general immigration
- Weighted approximations for Studentized U-statistics
- A two-step sequential procedure for detecting an epidemic change
- A random approach to the Lebesgue integral
- A class of Hurwitz-Lerch zeta distributions and their applications in reliability
- The moment of maximum normed randomly weighted sums of martingale differences
- Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation
- On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions
- Continuous-time digital search tree and a border aggregation model
- Upper functions for sample paths of Lévy(-type) processes
- On testing whether burn-in is required under the long-run average cost
- Expected number of real zeros for random linear combinations of orthogonal polynomials
- Properties of reliability functions of discrete distributions
- On complete moment convergence for nonstationary negatively associated random variables
- Multilevel ensemble Kalman filtering
- Multiple studies and evidential defeat
- State estimation in wall-bounded flow systems. III: The ensemble Kalman filter
- Estimating Archimedean copulas in high dimensions
- On the dimension of additive sets
- Feynman-Kac theorems for generalized diffusions
- Higher moments of Banach space valued random variables
- Regulatory capital modeling for credit risk
- Conditional acceptability of random variables
- On a Conjecture of Godsil Concerning Controllable Random Graphs
- On weighted cumulative residual entropy
- A weakly 1-stable distribution for the number of random records and cuttings in split trees
- Random records and cuttings in binary search trees
- Simultaneous confidence bands for time-series prediction function
- Volatilities analysis of first-passage time and first-return time on a small-world scale-free network
- Moments of global first passage time and first return time on tree-like fractals
- scientific article; zbMATH DE number 7293614 (Why is no real title available?)
- Random cutting and records in deterministic and random trees
- The probability that a random multigraph is simple
- A Note on Complete Convergence for Arrays of Rowwise Independent Banach Space Valued Random Elements
- A new approach to the giant component problem
- Susceptibility in subcritical random graphs
- Asymptotically optimal Bayesian sequential change detection and identification rules
- scientific article; zbMATH DE number 47655 (Why is no real title available?)
- Analysis of discrete L^2 projection on polynomial spaces with random evaluations
- Information percolation in segmented markets
- Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation
- On complete convergence of moving average process for AANA sequence
- Some probabilistic inequalities for fuzzy random variables
- Comparison of approximations for compound Poisson processes
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model
- An extension of random summations of independent and identically distributed random variables
- Expected number of real zeros for random orthogonal polynomials
- Bayesian parameter inference for stochastic SIR epidemic model with hyperbolic diffusion
- Central limit theorem for generalized Weierstrass functions
- A high-dimensional likelihood ratio test for circular symmetric covariance structure
- Scaling laws for diffusion on (trans)fractal scale-free networks
- Clockwork Rebooted: Is the Universe a Computer?
- Statistical inference for partially observed branching processes with immigration
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