Probability

Weak Convergence of Measures

This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak co...

Probability and Statistics: A Course for Physicists and Engineers

Aims and Scope:This book offers an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. As a companion for classes for engineers and scientists, the book also covers applied topics such as model ...

Probability and Statistics: A Course for Physicists and Engineers

Aims and Scope:This book offers an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. As a companion for classes for engineers and scientists, the book also covers applied topics such as model ...

Stochastic Evolution Systems (2nd Edition)

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations.The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems...

Теория вероятностей и математическая статистика

Учебник охватывает программный материал курса "Теория вероятностей и математическая статистика". Изложены основные понятия и факты теории вероятностей и математической статистики. Теоретические положения проиллюстрированы многочисленными примерами. К каждой главе приведены задачи для самостоятельной работы. Для студентов в...

Forewarned: A Sceptic’s Guide to Prediction

Whether it’s an unforeseen financial crash, a shock election result, or an expected barbecue season that sees record rainfall, forecasts have impacts on us all. Forewarned is a consumer’s guide to prediction, based on the very latest scientific research. By the end of the book you’ll be better placed to make informed decisions i...

Quantitative Methods of Data Analysis for the Physical Sciences and Engineering

This book is the outcome of a one-semester graduate class taught in the Department ofEarth and Environmental Sciences at Columbia University, although the book could beused over two or even three semesters, if desired. I have taught this class since 1985,having taken over from a departing marine seismologist who had taught the c...

Stochastic Processes An Introduction

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling probl...

Aléatoire : introduction à la théorie et au calcul des probabilités (draft)

Ce livre introduit le concept de Probabilité, dont la puissance permet de modéliser d'innombrables situations où le hasard intervient. II est issu d'un cours donné en première année de l'Ecole Polytechnique et s'adresse à tous les élèves, quelle que soit leur filière d'origine. La modélisation probabiliste est fondamentale dans ...