Convergence Probability

Convergence of Probability Measures  

Posted by DZ123 at Oct. 17, 2015
Convergence of Probability Measures

Patrick Billingsley, "Convergence of Probability Measures"
English | 1999 | ISBN: 0471197459 | PDF | pages: 287 | 12,8 mb
Weak Convergence of Measures: Applications in Probability

Patrick Billingsley, "Weak Convergence of Measures: Applications in Probability"
English | 1987 | ISBN: 0898711762 | PDF | pages: 42 | 3,1 mb
Stable Convergence and Stable Limit Theorems (repost)

Stable Convergence and Stable Limit Theorems (Probability Theory and Stochastic Modelling, Book 74) by Erich Haeusler and Harald Luschgy
English | 2015 | ISBN: 3319183281 | 228 pages | PDF | 2,3 MB
An Introduction to Measure and Probability (Textbooks in Mathematical Sciences) by John Taylor

An Introduction to Measure and Probability (Textbooks in Mathematical Sciences) by John Taylor
English | July 31, 1998 | ISBN: 0387948309 | 315 Pages | PDF | 25 MB

Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability.

Stable Convergence and Stable Limit Theorems  

Posted by interes at July 20, 2015
Stable Convergence and Stable Limit Theorems

Stable Convergence and Stable Limit Theorems (Probability Theory and Stochastic Modelling, Book 74) by Erich Haeusler and Harald Luschgy
English | 2015 | ISBN: 3319183281 | 228 pages | PDF | 2,3 MB
Random Trees: An Interplay between Combinatorics and Probability by Michael Drmota

Random Trees: An Interplay between Combinatorics and Probability by Michael Drmota
English | December 22, 2008 | ISBN: 3211753559 | 466 pages | PDF | 3 MB

One major conceptual aspect is to connect combinatorial and probabilistic methods that range from counting techniques (generating functions, bijections) over asymptotic methods (singularity analysis, saddle point techniques) to various sophisticated techniques in asymptotic probab- ity (convergence of stochastic processes, martingales).

Prokhorov and Contemporary Probability Theory (repost)  

Posted by ph4rr3l at Feb. 4, 2014
Prokhorov and Contemporary Probability Theory (repost)

Albert N. Shiryaev, ‎S. R. S. Varadhan, ‎E. Ernst Lvovich Presman - Prokhorov and Contemporary Probability Theory
Published: 2013-01-09 | ISBN: 3642335489 | PDF | 454 pages | 5 MB

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures.
The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.​
Random Probability Measures on Polish Spaces (Stochastics Monographs)

Hans Crauel,"Random Probability Measures on Polish Spaces"
CRC | July 25, 2002 | ISBN: 0415273870 | PDF | 136 pages | 2.23mb

In this monograph the narrow topology on random probability measures on Polish spaces is investigated in a thorough and comprehensive way. As a special feature, no additional assumptions on the probability space in the background, such as completeness or a countable generated algebra, are made. One of the main results is a direct proof of the random analog of the Prohorov theorem, which is obtained without invoking an embedding of the Polish space into a compact space. Further, the narrow topology is examined and other natural topologies on random measures are compared. In addition, it is shown that the topology of convergence in law - which relates to the 'statistical equilibrium' - and the narrow topology are incompatible. A brief section on random sets on Polish spaces provides the fundamentals of this theory. In a final section, the results are applied to random dynamical systems to obtain existence results for invariant measures on compact random sets as well as uniformity results in the individual ergodic theorem.

Foundations of Modern Probability  eBooks & eLearning

Posted by Sonora at Nov. 12, 2006
Foundations of Modern Probability

Olav Kallenberg
Foundations of Modern Probability
Springer | ISBN 0387949577 | 1997 | 523 pages | PDF | 2.5 MB

This book is unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. After a detailed discussion of classical limit theorems, martingales, Markov chains, random walks, and stationary processes, the author moves on to a modern treatment of Brownian motion, L vy processes, weak convergence, It calculus, Feller processes, and SDEs. The more advanced parts include material on local time, excursions, and additive functionals, diffusion processes, PDEs and potential theory, predictable processes, and general semimartingales. Though primarily intended as a general reference for researchers and graduate students in probability theory and related areas of analysis, the book is also suitable as a text for graduate and seminar courses on all levels, from elementary to advanced.!

Essentials of Probability Theory for Statisticians  eBooks & eLearning

Posted by arundhati at Dec. 8, 2016
Essentials of Probability Theory for Statisticians

Michael A. Proschan, Pamela A. Shaw, "Essentials of Probability Theory for Statisticians"
2016 | ISBN-10: 1498704190 | 344 pages | EPUB | 2 MB