Probability theory. A comprehensive course
From MaRDI portal
Publication:5891083
DOI10.1007/978-1-4471-5361-0zbMATH Open1295.60001OpenAlexW4232171345MaRDI QIDQ5891083FDOQ5891083
Publication date: 18 July 2013
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4471-5361-0
Recommendations
central limit theoremmartingalesBrownian motionMarkov chainsconditional expectationmeasure theorylaws of large numbersstochastic integral
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Foundations of stochastic processes (60G05)
Cited In (only showing first 100 items - show all)
- Linearization of expectation-based inequality conditions in control for discrete-time linear systems represented with random polytopes
- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
- Pagerank asymptotics on directed preferential attachment networks
- Graphop Mean-Field Limits for Kuramoto-Type Models
- Global Sensitivity Analysis for Statistical Model Parameters
- Origin-destination matrix estimation problem in a Markov chain approach
- About atomless random measures on \(\delta \)-rings
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
- Counting inversions and descents of random elements in finite Coxeter groups
- \(abc\) triples
- On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
- Circularly invariant uniformizable probability measures for linear transformations
- Spectral flatness and the volume of intersections of \(p\)-ellipsoids
- On the boundary of the zero set of super-Brownian motion and its local time
- Are American options European after all?
- Empirical spectral measures of quantum graphs in the Benjamini-Schramm limit
- Regularization for Wasserstein distributionally robust optimization
- Stochastic Gene Expression with a Multistate Promoter: Breaking Down Exact Distributions
- Locally \(D\)-optimal designs for non-linear models on the $k$-dimensional ball
- Domains of attraction of invariant distributions of the infinite atlas model
- Semiflow selection and Markov selection theorems
- A unified construction of product formulas and convolutions for Sturm-Liouville operators
- Generalized Modes in Bayesian Inverse Problems
- Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees
- The space of invariant measures for countable Markov shifts
- Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
- Betti numbers of Shimura curves and arithmetic three-orbifolds
- Sticky couplings of multidimensional diffusions with different drifts
- A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers
- Probability measure-valued polynomial diffusions
- Deep Splitting Method for Parabolic PDEs
- Zero-contact angle solutions to stochastic thin-film equations
- Ergodic optimization and zero temperature limits in negative curvature
- The fundamental theorem of mutual insurance
- \(q\)-moment estimates for the singular \(p\)-Laplace equation and applications
- Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean
- Pseudorandom hypergraph matchings
- A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics
- Dynamic multi-objective estimation of distribution algorithm based on domain adaptation and nonparametric estimation
- The Dunkl-Laplace transform and Macdonald’s hypergeometric series
- Gibbs-non-Gibbs transitions in the fuzzy Potts model with a Kac-type interaction: closing the Ising gap
- Permutation invariant strong law of large numbers for exchangeable sequences
- Regular propagators of bilinear quantum systems
- Deep state-space Gaussian processes
- Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
- Title not available (Why is that?)
- Physics-Informed Probabilistic Learning of Linear Embeddings of Nonlinear Dynamics with Guaranteed Stability
- Stochastic global optimization algorithms: a systematic formal approach
- Title not available (Why is that?)
- Numerical Simulations for Full History Recursive Multilevel Picard Approximations for Systems of High-Dimensional Partial Differential Equations
- Central limit theorems for multilevel Monte Carlo methods
- The distributed Kolkata paise restaurant game
- Quantum ergodicity for the Anderson model on regular graphs
- Probability-2
- Title not available (Why is that?)
- A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness
- Modeling surrender risk in life insurance: theoretical and experimental insight
- Right marker speeds of solutions to the KPP equation with noise
- Boundary-rigidity of projective metrics and the geodesic X-ray transform
- A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
- Title not available (Why is that?)
- A First Look at Rigorous Probability Theory
- Coagulation-fragmentation model for animal group-size statistics
- A random particle blob method for the Keller-Segel equation and convergence analysis
- Sanov-type large deviations in Schatten classes
- Multilevel Sequential Importance Sampling for Rare Event Estimation
- Probability Theory with Applications
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- A Practical Example for the Non-linear Bayesian Filtering of Model Parameters
- Collective bias models in two-tier voting systems and the democracy deficit
- Robust economic model predictive control using stochastic information
- Anticipated backward SDEs with jumps and quadratic-exponential growth drivers
- Estimation and simulation for multivariate tempered stable distributions
- Generalizations of the centroid with an application in stochastic geometry
- Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
- Solving the Kolmogorov PDE by means of deep learning
- Title not available (Why is that?)
- Multilevel sequential Monte Carlo for Bayesian inverse problems
- A phase transition for preferential attachment models with additive fitness
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- On uniform nonintegrability for a sequence of random variables
- Large deviations for random walks on free products of finitely generated groups
- Quantum ergodicity on graphs: from spectral to spatial delocalization
- Fluctuations of ergodic sums on periodic orbits under specification
- Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support
- A new look at random projections of the cube and general product measures
- Title not available (Why is that?)
- Multi operator-stable random measures and fields
- For what trading strategies is the tax payment stream of infinite variation?
- Moment closure approximations of the Boltzmann equation based on \(\varphi \)-divergences
- Local equilibrium in inhomogeneous stochastic models of heat transport
- Title not available (Why is that?)
- On the difference of spectral projections
- Probability essentials.
- Spectral representations of quasi-infinitely divisible processes
- Semicontinuity of eigenvalues under intrinsic flat convergence
- High-frequency limit of non-autonomous gradient flows of functionals with time-periodic forcing
- Random walks in a one-dimensional Lévy random environment
- An Intermediate Course in Probability
- Stochastic Volterra equations with Hölder diffusion coefficients
This page was built for publication: Probability theory. A comprehensive course
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5891083)
