Foundations of Modern Probability | 3rd edition

by Olav Kallenberg

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Publisher	Springer Nature
Language	English
Book type	Hardcover
Utgiven	2021-02-16
Edition	3
More editions
Pages	946
ISBN	9783030618704
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Used within following courses

1MS030

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.

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