Foundations of Modern Probability
Language: English
Published by Springer International Publishing, 2022
Series: Book 32 of 35 - Probability Theory and Stochastic Modelling
- Softcover
- New
Condition: New
£ 66.15
Quantity: 1 available
Add to basketItem description from seller
Due to its size, and for the convenience of the reader, the print version of this book come in two separate volumesPresents a unified treatment of probability theory in a thoroughly revised and substantially extended 3rd edition of this classic te.
Seller Inventory # 564797084
- Title
- Foundations of Modern Probability
- Author
- Olav Kallenberg
- Publisher
- Springer International Publishing
- Publication year
- 2022
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3030618730
- ISBN 13
- 9783030618735
- Edition
- 3rd Edition
- Series
- Book 32 of 35: Probability Theory and Stochastic Modelling
- Seller catalogs
- Mathematik/Naturwissenschaften/Technik/Medizin
This new, thoroughly revised and expanded 3rd edition of a classic gives a comprehensive coverage of modern probability in a single book. It is a truly modern text, providing not only classical results but also material that will be important for future research. Much has been added to the previous edition, including eight entirely new chapters on subjects like random measures, Malliavin calculus, multivariate arrays, and stochastic differential geometry. Apart from important improvements and revisions, some of the earlier chapters have been entirely rewritten. To help the reader, the material has been grouped together into ten major areas, each arguably indispensable to any serious graduate student and researcher, regardless of their specialization.
Each chapter is largely self-contained and includes plenty of exercises, making the book ideal for self-study and for designing graduate-level courses and seminars in different areas and at different levels. Extensive notes and a detailed bibliography make it easy to go beyond the presented material if desired.
From the reviews of the first edition:
“…readers are likely to regard the book as an ideal reference. Indeed the monograph has the potential to become a (possibly even “the”) major reference book on large parts of probability theory for the next decade or more.” M. Scheutzow, zbMATH
“…great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers … are in very capable hands.” F. B. Knight, Mathemtical Reviews
“… this is precisely what Professor Kallenberg has attempted … and he has accomplished it brilliantly... It is astonishing that a single volume of just over five hundred pages could contain so much material presented with complete rigor and still be at least formally self-contained..." R.K. Getoor, Metrika
From the reviews of the second edition:
“This … edition presents … more material in the concise and elegant style of the former edition which by now has become a highly praised standard reference book for many areas of probability theory.” M. Reiß, zbMATH
“…the … monograph is a modern classic in probability theory… …every … expert in one of the various topics covered by this monograph will reconsider his own point of view and gain deeper insight into his subject.” Klaus D. Schmidt, Mathematical Reviews
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
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