Foundations of the Theory of Probability
Title | Foundations of the Theory of Probability PDF eBook |
Author | A. N. Kolmogorov |
Publisher | American Mathematical Soc. |
Total Pages | 84 |
Release | 2019-06-04 |
Genre | Education |
ISBN | 1470452995 |
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Foundations of Probability
Title | Foundations of Probability PDF eBook |
Author | Alfred Renyi |
Publisher | Courier Corporation |
Total Pages | 386 |
Release | 2007-01-01 |
Genre | Mathematics |
ISBN | 0486462617 |
Introducing many innovations in content and methods, this book involves the foundations, basic concepts, and fundamental results of probability theory. Geared toward readers seeking a firm basis for study of mathematical statistics or information theory, it also covers the mathematical notions of experiments and independence. 1970 edition.
Foundations of Modern Probability
Title | Foundations of Modern Probability PDF eBook |
Author | Olav Kallenberg |
Publisher | Springer Science & Business Media |
Total Pages | 670 |
Release | 2002-01-08 |
Genre | Mathematics |
ISBN | 9780387953137 |
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theory. Chapters from the first edition have been revised and corrected, and this edition contains four new chapters. New material covered includes multivariate and ratio ergodic theorems, shift coupling, Palm distributions, Harris recurrence, invariant measures, and strong and weak ergodicity.
Foundations of Constructive Probability Theory
Title | Foundations of Constructive Probability Theory PDF eBook |
Author | Yuen-Kwok Chan |
Publisher | Cambridge University Press |
Total Pages | 627 |
Release | 2021-05-27 |
Genre | Mathematics |
ISBN | 1108835430 |
This book provides a systematic and general theory of probability within the framework of constructive mathematics.
Philosophical Foundations of Probability Theory
Title | Philosophical Foundations of Probability Theory PDF eBook |
Author | Roy Weatherford |
Publisher | Taylor & Francis |
Total Pages | 220 |
Release | 2022-06-01 |
Genre | Philosophy |
ISBN | 1000626091 |
First published in 1982, Philosophical Foundations of Probability Theory starts with the uses we make of the concept in everyday life and then examines the rival theories that seek to account for these applications. It offers a critical exposition of the major philosophical theories of probability, with special attention given to the metaphysical and epistemological assumptions and implications of each. The Classical Theory suggests probability is simply the ratio of favorable cases to all equi-possible cases: it is this theory that is relied on by gamblers and by most non-specialists. The A Priori Theory, on the other hand, describes probability as a logical relation between statements based on evidence. The Relative Frequency theories locate it not in logic but among empirical rates of occurrence in the real world, while the Subjectivist Theory identifies probability with the degree of a person’s belief in a proposition. Each of these types of theory is examined in turn, and the treatment is unified by the use of running examples and parallel analyses of each theory. The final chapter includes a summary and the author’s conclusions. This book is an essential read for scholars and researchers of Philosophy.
The Theory of Probability
Title | The Theory of Probability PDF eBook |
Author | Harold Jeffreys |
Publisher | OUP Oxford |
Total Pages | 474 |
Release | 1998-08-06 |
Genre | Science |
ISBN | 0191589675 |
Another title in the reissued Oxford Classic Texts in the Physical Sciences series, Jeffrey's Theory of Probability, first published in 1939, was the first to develop a fundamental theory of scientific inference based on the ideas of Bayesian statistics. His ideas were way ahead of their time and it is only in the past ten years that the subject of Bayes' factors has been significantly developed and extended. Until recently the two schools of statistics (Bayesian and Frequentist) were distinctly different and set apart. Recent work (aided by increased computer power and availability) has changed all that and today's graduate students and researchers all require an understanding of Bayesian ideas. This book is their starting point.
Game-Theoretic Foundations for Probability and Finance
Title | Game-Theoretic Foundations for Probability and Finance PDF eBook |
Author | Glenn Shafer |
Publisher | John Wiley & Sons |
Total Pages | 480 |
Release | 2019-03-21 |
Genre | Business & Economics |
ISBN | 1118547934 |
Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University