Introdction to Measure and Probability
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Publication:5558296
DOI10.1017/CBO9780511897214zbMATH Open0171.38603MaRDI QIDQ5558296FDOQ5558296
Authors: J. F. C. Kingman, S. James Taylor
Publication date: 1966
Cited In (59)
- Infinite DLR measures and volume-type phase transitions on countable Markov shifts
- Title not available (Why is that?)
- The asymptotic form of partition functions of linear chain molecules: An application of renewal theory
- Measure differential inclusions -- between continuous and discrete
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas
- Foundations of a mathematical theory of Darwinism
- Mixing transformations on metric spaces
- Representing probability measures using probabilistic processes
- Axioms for quantum theory
- Determination of the Lévy exponent in asset pricing models
- Reject the rejection technique
- Title not available (Why is that?)
- Approximating Markov processes by averaging
- Control-delayed system properties via an ordinary model
- On the mathematical modelling of physical systems by ordinary differential stochastic equations
- Averaging of nonsmooth systems using dither
- Limiting probabilities in Markov chains
- The theorems of Stieltjes and Favard
- Continuous stochastic logic characterizes bisimulation of continuous-time Markov processes.
- A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem
- KMS states, conformal measures and ends in digraphs
- Matched shapes for uniform sampling
- Recurrence and dispersion under iteration of Cebysev polynomials
- Non-resonance for Sturm-Liouville problems with jumping nonlinearities in terms of average values
- Propagation of chaos in entropy
- Admissible representations of probability measures
- Is it possible to define conditional expectations for probability charges?
- Doob: A Half-Century on
- Measures on totally ordered spaces
- A social choice lemma on voting over lotteries with applications to a class of dynamic games
- Improved Fréchet bounds and model-free pricing of multi-asset options
- Admissible representations for probability measures
- A convex analysis approach to entropy functions, variational principles and equilibrium states
- On a discrete Korovkin theorem
- Bisimulation for labelled Markov processes
- Continuous and discrete flows over time
- A stochastic process for fractal design
- Constructive approximations to the invariant densities of higher- dimensional transformations
- Limits of inverse systems of measures
- Covariant KSGNS construction and quantum instruments
- Anti-periodic solutions of Liénard equations with state dependent impulses
- The Brunn-Minkowski inequality
- A discrete Korovkin theorem
- On an elaboration of M. Kac's theorem concerning eigenvalues of the Laplacian in a region with randomly distributed small obstacles
- On smallest triangles
- Maps on noncommutative Orlicz spaces
- Random channel assignment in the plane
- Approximation spline de l'analyse en composantes principales d'une variable aléatoire hilbertienne
- Stochastic L2-Integration with a Locally Compact Time-Region
- Applications of geometric moment theory related to optimal portfolio management
- Periodic van der Pol equation with state dependent impulses
- Criterios para la comparacion de experimentos
- Measure and probability for concurrency theorists
- Induced class functions are conditional expectations
- Lattice measures and topologies
- Some metric invariants for Markov shifts
- The matching of parts of things
- Vine constructions of Lévy copulas
- Optimal control problems on manifolds: A dynamic programming approach
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