Foundations of Modern Probability, 3/e (Hardcover)
Kallenberg, Olav
- 出版商: Springer
- 出版日期: 2021-03-20
- 售價: $3,980
- 貴賓價: 9.5 折 $3,781
- 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
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相關主題
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：一類是在內容上具有原創性和開創性的，例如Levy和Doob的著名例子；另一類則主要旨在整合已知材料，例如Loeve以及最近的Rogers和Williams。從這個角度來看，Kallenberg的這本書可以被視為概率整合的典範。這是一座龐大的建築，清晰而巧妙地呈現，沒有任何非數學的干擾。希望進入其中的讀者可以放心，他們將得到非常有能力的指導。
- 數學評論
這個新版本包含了四個新章節，以及全文的許多改進。新增了關於測度理論的重要結果、馬爾可夫過程的遷移性質以及大偏差的新章節。
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)
Olav Kallenberg（1972年瑞典哥德堡查爾默斯大學獲得博士學位）是奧本大學的名譽教授。他曾在瑞典和國外擔任研究職位，並在美國教授超過30年。他於1977年獲得劍橋大學頒發的Rollo Davidson獎，於1989年當選IMS院士，並於1991-1994年擔任PTRF的編輯。他在世界各地的重要會議上發表過主題演講，並分別在2006年的維爾紐斯會議和2018年的哥德堡SPA會議上擔任開幕演講嘉賓。除了他眾多的研究論文外，他還以他的Springer書籍《Probabilistic Symmetries and Invariance Principles》（2005年）和《Random Measures, Theory and Applications》（2017年）而聞名。他的書籍《Foundations of Modern Probability》（1997年、2002年和2021年）已成為經典參考著作。
