| 书目名称 | Probabilistic Symmetries and Invariance Principles | | 编辑 | Olav Kallenberg | | 视频video | | | 概述 | About random objects – sequences, processes, arrays, measures, functionals – with interesting symmetry properties.Kallenberg is the author of Foundations of Modern Probability (Springer, 2002) | | 丛书名称 | Probability and Its Applications | | 图书封面 |  | | 描述 | .This is the first comprehensive treatment of the three basic symmetries of probability theory—contractability, exchangeability, and rotatability—defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930‘s, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book. ..Olav Kallenberg received his Ph.D. in 1972 from Chalmers University in Gothenburg, Sweden. After teaching for many years at Swedish universities, he moved in 1985 to t | | 出版日期 | Book 2005 | | 关键词 | Martingal; Martingale; Probability theory; Variance; statistics | | 版次 | 1 | | doi | https://doi.org/10.1007/0-387-28861-9 | | isbn_softcover | 978-1-4419-2042-3 | | isbn_ebook | 978-0-387-28861-1Series ISSN 1431-7028 | | issn_series | 1431-7028 | | copyright | Springer-Verlag New York 2005 |
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发表于 2025-3-21 16:44:58
