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  • Mathematics  (8)
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  • 1
    UID:
    b3kat_BV017491753
    Format: XI, 235 S. , graph. Darst.
    ISBN: 3540406506
    Series Statement: Universitext
    Content: "This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Buhlmann models in experience rating. The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy. Special emphasis is given to the phenomena which are caused by large claims in these models." "What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory." "The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European Group Consultatif standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easily accessible."--BOOK JACKET.
    Language: German
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Versicherungsmathematik ; Versicherungsmathematik ; Stochastisches Modell
    Author information: Mikosch, Thomas 1955-
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    UID:
    gbv_1649984162
    Format: Online-Ressource (XX, 296p, digital)
    ISBN: 9783642111563
    Series Statement: Lecture Notes in Statistics 197
    Content: Population Growth Models in Random and Varying Environments -- A refinement of limit theorems for the critical branching processes in random environment -- Branching processes in stationary random environment: The extinction problem revisited -- Environmental versus demographic stochasticity in population growth -- Stationary distributions of the alternating branching processes -- Special Branching Processes -- Approximations in population-dependent branching processes -- Extension of the problem of extinction on Galton–Watson family trees -- Limit theorems for critical randomly indexed branching processes -- Renewal measure density for distributions with regularly varying tails of order a ? ? (0,½] -- Limit Theorems and Statistics -- Approximation of a sum of martingale differences generated by a bootstrap branching process -- Critical branching processes with immigration -- Weighted conditional least squares estimation in controlled multitype branching processes -- Applications in Cell Kinetics and Genetics -- Branching processes in cell proliferation kinetics -- Griffiths–Pakes branching process as a model for evolution of Alu elements -- Parametric inference for Y-linked gene branching models: Expectation-maximization method -- Applications in Epidemiology -- Applications of branching processes to the final size of SIR epidemics -- A branching process approach for the propagation of the Bovine Spongiform Encephalopathy in Great-Britain -- Time to extinction of infectious diseases through age-dependent branching models -- Time to extinction in a two-host interaction model for the macroparasite Echinococcus granulosus -- Two-sex Branching Models -- Bisexual branching processes with immigration depending on the number of females and males -- Two-sex branching process literature.
    Content: This volume contains papers presented at the Workshop on Branching Processes and Their Applications (WBPA09). These papers deal with theoretical and practical aspects of branching process theory, showing it to be an area of active and interesting research. They clearly indicate the vitality of the theoretical research on this topic, as well as the importance of branching concepts in the development of theoretical approaches to solving new problems in applied fields such as Epidemiology, Cell Kinetics, Genetics, and, of course, Population Dynamics. The topics covered by the papers have been classified into the following areas: Population Growth Models in Random and Varying Environments Special Branching Processes Limit Theorems and Statistics Applications in Cell Kinetics and Genetics Applications in Epidemiology Two-Sex Branching Models This book represents a valuable reference on the contemporary branching processes theory, presenting also many open problems which will lead to future research.
    Note: Includes bibliographical references and index , Foreword; Preface; Contents; Contributors; Part I Population Growth Models in Random and Varying Environments; 1 A refinement of limit theorems for the critical branching processes in random environment; Vladimir Vatutin; 1.1 Introduction and main results; 1.2 Branching in conditioned environment; 1.3 Proof of Theorems 1.1 and 1.2; References; 2 Branching processes in stationary random environment: The extinction problem revisited; Gerold Alsmeyer; 2.1 Introduction; 2.2 Classical results revisited; 2.3 Main result and a counterexample; 2.4 Some useful facts from Palm-duality theory , 2.5 ProofsReferences; 3 Environmental versus demographic stochasticity in population growth; Carlos A. Braumann; 3.1 Introduction; 3.2 Density-independent models and their local behavior; 3.3 Density-independent models and extinction; 3.4 Density-dependent models for environmental stochasticity; 3.5 Conclusions; References; 4 Stationary distributions of the alternating branching processes; Penka Mayster; 4.1 Introduction; 4.2 Alternating branching process; 4.3 Alternating branching process with explicit immigration; 4.4 Reproduction by n cycles; 4.5 Criticality , 4.6 Stationary distribution in random environment4.7 Unconditional probability generating functions; 4.8 Feed-back control; References; Part II Special Branching Processes; 5 Approximations in population-dependent branching processes; Fima C. Klebaner; 5.1 Introduction and a motivating example; 5.2 A Representation of the process and its re-scaled version; 5.2.1 Re-scaled process: Dynamics plus small noise; 5.2.2 Dynamics without noise in binary splitting; 5.3 Time to extinction; 5.4 The size of the population after a long time providedit has survived; 5.5 Case of small initial population , 5.5.1 Probability of becoming large and time for it to happen5.6 Behaviour before extinction; References; 6 Extension of the problem of extinction on Galton--Watson family trees; George P. Yanev; 6.1 Introduction; 6.2 Critical phenomenon; 6.3 Distribution of the number of complete and disjoint subtrees, rooted at the ancestor; 6.4 Ratio of expected values of Zns provided infinite subtrees exist; 6.6 Poisson offspring distribution; 6.7 One-or-many offspring distribution; 6.8 Concluding remarks; References; 7 Limit theorems for critical randomly indexed branching processes , Kosto V. Mitov, Georgi K. Mitov and Nikolay M. Yanev7.1 Introduction; 7.2 A conditional limit theorem for random time change; 7.3 Renewal processes; 7.4 BGW branching processes starting with random number of particles; 7.5 Limit theorems for the process Y(t); 7.6 Concluding remarks; References; 8 Renewal measure density for distributions with regularly varying tails of order (0,1/2]; Valentin Topchii; 8.1 Introduction; 8.2 Effects of attraction to a stable law; 8.3 Asymptotics of renewal function density; References; Part III Limit Theorems and Statistics , 9 Approximation of a sum of martingale differences generated by a bootstrap branching process
    Additional Edition: ISBN 9783642111549
    Additional Edition: Buchausg. u.d.T. Workshop on Branching Processes and Their Applications (2009 : Badajoz) Workshop on Branching Processes and Their Applications Berlin : Springer, 2010 ISBN 9783642111549
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Verzweigungsprozess ; Verzweigungsprozess ; Konferenzschrift
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
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  • 3
    Online Resource
    Online Resource
    [Boston, u.a.] : Birkhäuser
    UID:
    gbv_1657556530
    Format: Online-Ressource (XIV, 339 p. 18 illus., 6 illus. in color, online resource)
    Edition: 2nd ed. 2015
    ISBN: 9780817684211
    Series Statement: Statistics for Industry and Technology
    Content: Introduction -- System Element Models -- Basic Concepts in Stochastic Processes -- Simple Markovian Queueing Systems -- Imbedded Markov Chain Models for M/G/1 and G/M/1 Queues -- Extended Markov and Renewal Models -- Queueing Networks -- Matrix-Analytic Queueing Models -- The General Queue G/G/1 and Approximations -- Statistical Inference for Queueing Models -- Decision Problems in Queueing Theory -- Queueing Theory Applications in the Analysis of Manufacturing Systems -- Queueing Theory Applications in the Analysis of Computer and Communication Systems -- Simulating Queueing Systems
    Content: This introductory textbook is designed for a one-semester course on queueing theory that does not require a course on stochastic processes as a prerequisite. By integrating the necessary background on stochastic processes with the analysis of models, the work provides a sound foundational introduction to the modeling and analysis of queueing systems for a wide interdisciplinary audience of students in mathematics, statistics, and applied disciplines such as computer science, operations research, and engineering. This edition includes additional topics in methodology and applications. Key features: • An introductory chapter including a historical account of the growth of queueing theory in more than 100 years. • A modeling-based approach with emphasis on identification of models. • Rigorous treatment of the foundations of basic models commonly used in applications with appropriate references for advanced topics. • Applications in manufacturing and, computer and communication systems. • A chapter on matrix-analytic method as an alternative to the traditional methods of analysis of queueing systems. • A comprehensive treatment of statistical inference for queueing systems. • A chapter on the simulation of queueing systems. The second edition of An Introduction of Queueing Theory may be used as a textbook by first-year graduate students in fields such as computer science, operations research, industrial and systems engineering, as well as related fields such as manufacturing and communications engineering. Upper-level undergraduate students in mathematics, statistics, and engineering may also use the book in an introductory course on queueing theory. With its rigorous coverage of basic material and extensive bibliography of the queueing literature, the work may also be useful to applied scientists and practitioners as a self-study reference for applications and further research. Review of the first edition: "This book is precisely what the title says it is. It is aimed at beginning graduate students and advanced undergraduate students in industrial engineering, electrical engineering, computer science, operations research, management science, mathematics and statistics..it covers a surprisingly large number of topics, including some that do not get much attention in other, much larger books..At the end of many chapters is a welcome Remarks section..(that) provide further references..Is there a need for another book on queueing theory? For this bo ...
    Note: IntroductionSystem Element Models -- Basic Concepts in Stochastic Processes -- Simple Markovian Queueing Systems -- Imbedded Markov Chain Models for M/G/1 and G/M/1 Queues -- Extended Markov and Renewal Models -- Queueing Networks -- Matrix-Analytic Queueing Models -- The General Queue G/G/1 and Approximations -- Statistical Inference for Queueing Models -- Decision Problems in Queueing Theory -- Queueing Theory Applications in the Analysis of Manufacturing Systems -- Queueing Theory Applications in the Analysis of Computer and Communication Systems -- Simulating Queueing Systems.
    Additional Edition: ISBN 9780817684204
    Additional Edition: Druckausg. ISBN 978-081-768-420-4
    Additional Edition: Erscheint auch als Druck-Ausgabe Bhat, U. Narayan An introduction to queueing theory Boston, MA [u.a.] : Birkhäuser, 2015 ISBN 0817684204
    Additional Edition: ISBN 9780817684204
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Warteschlangentheorie
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
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  • 4
    UID:
    gbv_1649893795
    Format: Online-Ressource (XII, 376p. 8 illus, digital)
    Edition: 1
    ISBN: 9780387878621
    Series Statement: Problem Books in Mathematics
    Content: Definition of stochastic process. Cylinder #x03C3;-algebra, finite-dimensional distributions, the Kolmogorov theorem -- Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions -- Trajectories. Modifications. Filtrations -- Continuity. Differentiability. Integrability -- Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures -- Gaussian processes -- Martingales and related processes in discrete and continuous time. Stopping times -- Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values -- Prediction and interpolation -- Markov chains: Discrete and continuous time -- Renewal theory. Queueing theory -- Markov and diffusion processes -- It#x00F4; stochastic integral. It#x00F4; formula. Tanaka formula -- Stochastic differential equations -- Optimal stopping of random sequences and processes -- Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems -- Statistics of stochastic processes -- Stochastic processes in financial mathematics (discrete time) -- Stochastic processes in financial mathematics (continuous time) -- Basic functionals of the risk theory.
    Content: This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory. The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields. The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given. The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions. This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.
    Note: Description based upon print version of record , ""Preface""; ""Contents""; ""Definition of stochastic process. Cylinder -algebra, finite-dimensional distributions, the Kolmogorov theorem""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Trajectories. Modifications. Filtrations""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions"" , ""Continuity. Differentiability. Integrability""""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Gaussian processes""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Martingales and related processes in discrete and continuous time. Stopping times""; ""Theoretical grounds""; ""Bibliography"" , ""Problems""""Hints""; ""Answers and Solutions""; ""Stationary discrete- and continuous-time processes. Stochastic integral over measure with orthogonal values""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Prediction and interpolation""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Markov chains: Discrete and continuous time""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Renewal theory. Queueing theory""; ""Theoretical grounds"" , ""Bibliography""""Problems""; ""Hints""; ""Answers and Solutions""; ""Markov and diffusion processes""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""ItÃ? stochastic integral. ItÃ? formula. Tanaka formula""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Stochastic differential equations""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Optimal stopping of random sequences and processes""; ""Theoretical grounds""; ""Bibliography""; ""Problems"" , ""Hints""""Answers and Solutions""; ""Measures in a functional spaces. Weak convergence, probability metrics. Functional limit theorems""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Statistics of stochastic processes""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Stochastic processes in financial mathematics (discrete time)""; ""Theoretical grounds""; ""Bibliography""; ""Problems""; ""Hints""; ""Answers and Solutions""; ""Stochastic processes in financial mathematics (continuous time)"" , ""Theoretical grounds""
    Additional Edition: ISBN 9780387878614
    Additional Edition: Buchausg. u.d.T. Theory of stochastic processes New York : Springer, 2010 ISBN 9780387878614
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Stochastischer Prozess ; Stochastischer Prozess
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext  (lizenzpflichtig)
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  • 5
    Online Resource
    Online Resource
    Berlin, Heidelberg : Springer Berlin Heidelberg
    UID:
    b3kat_BV046871839
    Format: 1 Online-Ressource (VI, 105 p)
    Edition: 1st ed. 1985
    ISBN: 9783642465536
    Series Statement: Lecture Notes in Economics and Mathematical Systems 252
    Content: Stochastic processes are powerful tools for the investigation of reliability and availability of repairable equipment and systems. Because of the involved models, and in order to be mathematically tractable, these processes are generally confined to the class of regenerative stochastic processes with a finite state space, to which belong: renewal processes, Markov processes, semi-Markov processes, and more general regenerative processes with only one (or a few) regeneration staters). The object of this monograph is to review these processes and to use them in solving some reliability problems encountered in practical applications. Emphasis is given to a comprehensive exposition of the analytical procedures, to the limitations in­ volved, and to the unification and extension of. the models known in the literature. The models investigated here assume. that systems have only one repair crew and that no further failure can occur at system down. Repair and failure rates are general­ ized step-by-step, up to the case in which the involved process is regenerative with only one (or a few) regeneration state(s). Investigations deal with different kinds of reliabilities and availabilities for series/parallel structures. Preventive main­ tenance and imperfect switching are considered in some examples
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9783540156994
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 9783642465543
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Mathematisches Modell ; Reliabilität ; Stochastischer Prozess ; Stochastischer Prozess ; Zuverlässigkeit ; Zuverlässigkeitstheorie ; Stochastischer Prozess ; Betriebssicherheit ; Hochschulschrift
    URL: Volltext  (URL des Erstveröffentlichers)
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  • 6
    UID:
    gbv_165530755X
    Format: Online-Ressource
    Edition: [Online-Ressource]
    Edition: Berlin [u.a.] Springer
    ISBN: 9783540446231
    Series Statement: Lecture notes in mathematics 1766
    Content: General Facts About The Method Purpose Of The Paper -- The Central Limit Theorems For Markov Chains Theorems A, B, C -- Quasi-Compact Operators of Diagonal Type And Their Perturbations -- First Properties of Fourier Kernels Application -- Peripheral Eigenvalues of Fourier Kernels -- Proofs Of Theorems A, B, C -- Renewal Theorem For Markov Chains Theorem D -- Large Deviations For Markov Chains Theorem E -- Ergodic Properties For Markov Chains -- Markov Chains Associated With Lipschitz Kernels Examples -- Stochastic Properties Of Dynamical Systems Theorems A*, B*, C*, D*, E* -- Expanding Maps -- Proofs Of Some Statements In Probability Theory -- Functional Analysis Results On Quasi-Compactness -- Generalization To The Non-Ergodic Case.
    Content: The usefulness of from the of techniques perturbation theory operators, to kernel for limit theorems for a applied quasi-compact positive Q, obtaining Markov chains for stochastic of or dynamical by describing properties systems, of Perron- Frobenius has been demonstrated in several All use a operator, papers. these works share the features the features that must be same specific general ; used in each stem from the nature of the functional particular case precise space where the of is and from the number of quasi-compactness Q proved eigenvalues of of modulus 1. We here a functional framework for Q give general analytical this method and we the aforementioned behaviour within it. It asymptotic prove is worth that this framework is to allow the unified noticing sufficiently general treatment of all the cases considered in the literature the previously specific ; characters of model translate into the verification of of simple hypotheses every a functional nature. When to Markov kernels or to Perr- applied Lipschitz Frobenius associated with these statements rise operators expanding give maps, to new results and the of known The main clarify proofs already properties. of the deals with a Markov kernel for which 1 is a part quasi-compact Q paper of modulus 1. An essential but is not the simple eigenvalue unique eigenvalue element of the work is the of the of peripheral Q precise description spectrums and of its To conclude the the results obtained perturbations.
    Note: Lizenzpflichtig
    Additional Edition: ISBN 9783540424154
    Additional Edition: Druckausg. Hennion, Hubert Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness Berlin : Springer, 2001 ISBN 3540424156
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Markov-Kette ; Grenzwertsatz ; Dynamisches System ; Stochastischer Prozess ; Markov-Kette ; Grenzwertsatz ; Stochastischer Prozess ; Dynamisches System
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
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  • 7
    UID:
    b3kat_BV021673438
    Format: XI, 235 S. , graph. Darst.
    Edition: Corr. 2. print.
    ISBN: 3540406506
    Series Statement: Universitext
    Content: This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties. Throughout the book the language of stochastic processes is used for describing the dynamics of an insurance portfolio in claim size space and time. In addition to the standard actuarial notions, the reader learns about the basic models of modern non-life insurance mathematics: the Poisson, compound Poisson and renewal processes in collective risk theory and heterogeneity and Bühlmann models in experience rating. The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy. Special emphasis is given to the phenomena which are caused by large claims in these models. What makes this book special are more than 100 figures and tables illustrating and visualizing the theory. Every section ends with extensive exercises. They are an integral part of this course since they support the access to the theory. The book can serve either as a text for an undergraduate/graduate course on non-life insurance mathematics or applied stochastic processes. Its content is in agreement with the European "Groupe Consultatif" standards. An extensive bibliography, annotated by various comments sections with references to more advanced relevant literature, make the book broadly and easiliy accessible.
    Language: German
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Versicherungsmathematik ; Stochastisches Modell
    Author information: Mikosch, Thomas 1955-
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  • 8
    Online Resource
    Online Resource
    London : Springer
    UID:
    gbv_1652501940
    Format: Online-Ressource (XXVIII, 733 p. 22 illus, digital)
    ISBN: 9781447152019
    Series Statement: Universitext
    Content: Discrete Spaces of Elementary Events -- An Arbitrary Space of Elementary Events -- Random Variables and Distribution Functions -- Numerical Characteristics of Random Variables -- Sequences of Independent Trials with Two Outcomes -- On Convergence of Random Variables and Distributions -- Characteristic Functions -- Sequences of Independent Random Variables. Limit Theorems -- Large Deviation Probabilities for Sums of Independent Random Variables -- Renewal Processes -- Properties of the Trajectories of Random Walks. Zero-One Laws -- Random Walks and Factorisation Identities -- Sequences of Dependent Trials. Markov Chains -- Information and Entropy -- Martingales -- Stationary Sequences -- Stochastic Recursive Sequences -- Continuous Time Random Processes -- Processes with Independent Increments -- Functional Limit Theorems -- Markov Processes -- Processes with Finite Second Moments. Gaussian Processes -- Appendices.
    Content: Probability theory is an actively developing branch of mathematics. It has applications in many areas of science and technology and forms the basis of mathematical statistics. This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful and esteemed Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and makes it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study. About the Author Professor Alexandr Borovkov lives and works in the Novosibirsk Academy Town in Russia and is affiliated with both the Sobolev Institute of Mathematics of the Russian Academy of Sciences and the Novosibirsk State University. He is one of the most prominent Russian specialists in probability theory and mathematical statistics. Alexandr Borovkov authored and co-authored more than 200 research papers and ten research monographs and advanced level university textbooks. His contributions to mathematics and its applications are widely recognized, which included election to the Russian Academy of Sciences and several prestigious awards for his research and textbooks.
    Additional Edition: ISBN 9781447152002
    Additional Edition: Erscheint auch als Druckausgabe Borovkov, Aleksandr A. Probability theory London : Springer, 2013 ISBN 9781447152002
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Wahrscheinlichkeitstheorie
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
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