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

by Robert Simpson Woodward - J. Wiley & Sons
The theory of probability and the theory of errors now constitute a formidable body of knowledge of great mathematical interest and of great practical importance. Their range of applicability extends to all of the sciences ...
(5355 views)

by Pawel J. Szablowski - arXiv
We formulate conditions for convergence of Laws of Large Numbers and show its links with of parts mathematical analysis such as summation theory, convergence of orthogonal series. We present also various applications of Law of Large Numbers.
(5184 views)

by Mark Pinsky, Bjorn Birnir - Cambridge University Press
The three main themes of this book are probability theory, differential geometry, and the theory of integrable systems. The papers included here demonstrate a wide variety of techniques that have been developed to solve various mathematical problems.
(15417 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.
(10094 views)