Foundations of Modern Probability, 3/e (Hardcover)
暫譯: 現代概率論基礎 (第三版)

Kallenberg, Olav

  • 出版商: Springer
  • 出版日期: 2021-03-20
  • 售價: $3,850
  • 貴賓價: 9.5$3,658
  • 語言: 英文
  • 頁數: 946
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 3030618706
  • ISBN-13: 9783030618704
  • 相關分類: 機率統計學 Probability-and-statistics
  • 海外代購書籍(需單獨結帳)

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商品描述

About the first edition:

To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands.

- Mathematical Reviews

This new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.

商品描述(中文翻譯)

關於第一版:

總結來說,可以將高級概率書籍區分為兩類:一類是內容原創且具有開創性的,例如 Levy 和 Doob 的著名例子;另一類則主要旨在吸收已知材料,例如 Loeve 的作品,以及最近的 Rogers 和 Williams 的著作。從這個角度來看,Kallenberg 的這本書可以被視為概率的典範吸收。這是一部龐大的資料集,清晰且巧妙地呈現,沒有任何非數學的干擾。希望深入研究的讀者可以放心,因為他們正處於非常有能力的指導之下。

- 數學評論

這一新版包含四個新章節以及文本中的多項改進。新增的章節包括測度理論的關鍵結果、馬可夫過程的遍歷性質和大偏差。

作者簡介

 

Olav Kallenberg (Ph.D., Chalmers University, Gothenburg, Sweden, 1972) is an Emeritus Professor at Auburn University. He has held research positions in Sweden and abroad and taught in the US for more than 30 years. In 1977 he was awarded the Rollo Davidson Prize by Cambridge University, in 1989 he was elected a Fellow of the IMS, and in 1991-94 he served as the editor of PTRF. He has given plenary talks at major conferences all over the world, and was the opening lecturer at both the Vilnius Conference in 2006 and at the SPA Conference in Gothenburg in 2018. Apart from his numerous research papers, he is known for his Springer books Probabilistic Symmetries and Invariance Principles (2005) and Random Measures, Theory and Applications (2017). His book Foundations of Modern Probability (1997, 2002, and 2021) has become a classic reference work.

作者簡介(中文翻譯)

奧拉夫·卡倫伯格(Olav Kallenberg,瑞典哥德堡查爾默斯科技大學博士,1972年)是奧本大學的名譽教授。他曾在瑞典及國外擔任研究職位,並在美國教授超過30年。1977年,他獲得劍橋大學頒發的羅洛·戴維森獎(Rollo Davidson Prize),1989年當選為國際數學學會(IMS)會士,1991年至1994年擔任《概率與隨機過程期刊》(PTRF)的編輯。他在全球主要會議上發表過多次全體會議演講,並於2006年在維爾紐斯會議和2018年在哥德堡的SPA會議上擔任開幕講者。除了他眾多的研究論文外,他還以其在施普林格(Springer)出版的書籍《概率對稱性與不變原則》(Probabilistic Symmetries and Invariance Principles,2005年)和《隨機測度:理論與應用》(Random Measures, Theory and Applications,2017年)而聞名。他的著作《現代概率基礎》(Foundations of Modern Probability,1997年、2002年及2021年)已成為經典參考書。