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Foundations of Modern Probability 2021 Edition
Contributor(s): Kallenberg, Olav (Author)
ISBN: 3030618706     ISBN-13: 9783030618704
Publisher: Springer
OUR PRICE:   $94.05  
Product Type: Hardcover
Published: March 2021
Qty:
Temporarily out of stock - Will ship within 2 to 5 weeks
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - General
Physical Information: 2.3" H x 7.7" W x 9.4" (3.70 lbs) 946 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

About the first edition:

To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands.

- Mathematical Reviews

This new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.