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Table of contents (23 chapters)
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Front Matter
Keywords
About this book
From the reviews of 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 "... Indeed the monograph has the potential to become a (possibly even ``the'') major reference book on large parts of probability theory for the next decade or more." Zentralblatt "The theory of probability has grown exponentially during the second half of the twentieth century and the idea of writing a single volume that could serve as a general reference for much of the modern theory seems almost foolhardy. Yet this is precisely what Professor Kallenberg has attempted in the volume under review and he has accomplished it brilliantly. ... It is astonishing that a single volume of just over five hundred pages could contain so much material presented with complete rigor and still be at least formally self- contained. ..." Metrica This new edition contains four new chapters as well as numerous improvements throughout the text.
Authors and Affiliations
Bibliographic Information
Book Title: Foundations of Modern Probability
Authors: Olav Kallenberg
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/b98838
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1997
eBook ISBN: 978-0-387-22704-7Published: 10 May 2006
Series ISSN: 1431-7028
Edition Number: 1
Number of Pages: XII, 523