Foundations of Modern Probability
Author | : Olav Kallenberg |
Publisher | : Springer Science & Business Media |
Total Pages | : 670 |
Release | : 2002-01-08 |
ISBN-13 | : 0387953132 |
ISBN-10 | : 9780387953137 |
Rating | : 4/5 (37 Downloads) |
Download or read book Foundations of Modern Probability written by Olav Kallenberg and published by Springer Science & Business Media. This book was released on 2002-01-08 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.