Olav Kallenberg

eBook, PDF

Foundations of Modern Probability (eBook, PDF)

Beschreibung

From the reviews of the first edition: "... 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." F.B. Knight, Mathematical Reviews This new edition contains four new chapters as well as numerous improvements throughout the text.

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Autor

Olav Kallenberg (Ph.D., Chalmers University, Gothenburg, Sweden, 1972) is an Emeritus Professor at Auburn University. He has held research positions in Sweden and abroad and taught in the US for more than 30 years. In 1977 he was awarded the Rollo Davidson Prize by Cambridge University, in 1989 he was elected a Fellow of the IMS, and in 1991-94 he served as the editor of PTRF. He has given plenary talks at major conferences all over the world, and was the opening lecturer at both the Vilnius Conference in 2006 and at the SPA Conference in Gothenburg in 2018. Apart from his numerous research papers, he is known for his Springer books Probabilistic Symmetries and Invariance Principles (2005) and Random Measures, Theory and Applications (2017). His book Foundations of Modern Probability (1997, 2002, and 2021) has become a classic reference work. 

Produktdetails

• Verlag: Springer New York
• Seitenzahl: 638
• Erscheinungstermin: 12. Juni 2019
• Englisch
• ISBN-13: 9781475740158
• Artikelnr.: 63295259

Rezensionen

"The book under review is the magnum opus of a brilliant scholar of probability. ... An important feature of the book ... is the writing style. ... The choice of topics is excellent, some of which are not covered elsewhere. This book would make an outstanding text for graduate courses in measure theoretic probability, and for graduate students and faculty doing research in probability. The book is a delight to read. Highly recommended." (Myron Hlynka, Mathematical Reviews, April, 2022)