Foundations of Constructive Probability Theory
by Yuen-Kwok Chan
Publisher: arXiv.org 2019
Number of pages: 517
Description:
We provide a systematic, thorough treatment of the foundations of probability theory and stochastic processes along the lines of E. Bishop's constructive analysis. Every existence result presented shall be a construction; and the input data, the construction procedure, and the output objects shall be regarded as integral parts of the theorem.
Download or read it online for free here:
Download link
(4.1MB, PDF)
Similar books
Lectures on Random Polymers
by F. Caravenna, F. den Hollander, N. Petrelis - arXiv
These lecture notes are a guided tour through the fascinating world of polymer chains interacting with themselves and/or with their environment. The focus is on the mathematical description of a number of physical and chemical phenomena.
(12258 views)
by F. Caravenna, F. den Hollander, N. Petrelis - arXiv
These lecture notes are a guided tour through the fascinating world of polymer chains interacting with themselves and/or with their environment. The focus is on the mathematical description of a number of physical and chemical phenomena.
(12258 views)
Introduction to Probability
by C. M. Grinstead, J. L. Snell - American Mathematical Society
The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.
(66192 views)
by C. M. Grinstead, J. L. Snell - American Mathematical Society
The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.
(66192 views)
Basic Probability Theory
by Robert B. Ash - Dover Publications
This text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduates.
(17174 views)
by Robert B. Ash - Dover Publications
This text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduates.
(17174 views)
Introduction to Stochastic Analysis
by Michael Roeckner - Universitaet Bielefeld
From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.
(10449 views)
by Michael Roeckner - Universitaet Bielefeld
From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.
(10449 views)