Probability Theory and Stochastic Modelling

Foundations of Modern Probability

Authors: Kallenberg, Olav

Free Preview
  • Presents a unified treatment of probability theory in a thoroughly revised and substantially extended 3rd edition of a classic text
  • Uses powerful modern techniques to go far beyond what is available in any other book and contains much basic material that has not been previously available in the textbook literature
  • The numerous exercises and self-contained chapters make the book ideal for self-study and for graduate-level courses and seminars
  • Invites the reader to go beyond the presented material via its extensive notes and detailed bibliography
  •  
see more benefits

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-3-030-61871-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: February 8, 2021
  • ISBN 978-3-030-61870-4
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
About this Textbook

This new, thoroughly revised and expanded 3rd edition of a classic gives a comprehensive coverage of modern probability in a single book. It is a truly modern text, providing not only classical results but also material that will be important for future research. Much has been added to the previous edition, including eight entirely new chapters on subjects like random measures, Malliavin calculus, multivariate arrays, and stochastic differential geometry. Apart from important improvements and revisions, some of the earlier chapters have been entirely rewritten. To help the reader, the material has been grouped together into ten major areas, each arguably indispensable to any serious graduate student and researcher, regardless of their specialization.

Each chapter is largely self-contained and includes plenty of exercises, making the book ideal for self-study and for designing graduate-level courses and seminars in different areas and at different levels. Extensive notes and a detailed bibliography make it easy to go beyond the presented material if desired.

From the reviews of the first edition:

 “…readers are likely to regard the book as an ideal reference. 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.” M. Scheutzow, zbMATH

 “…great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers … are in very capable hands.” F. B. Knight, Mathemtical Reviews

“… this is precisely what Professor Kallenberg has attempted … 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..." R.K. Getoor, Metrika

From the reviews of the second edition:

 “This … edition presents … more material in the concise and elegant style of the former edition which by now has become a highly praised standard reference book for many areas of probability theory.” M. Reiß, zbMATH

“…the … monograph is a modern classic in probability theory…  …every … expert in one of the various topics covered by this monograph will reconsider his own point of view and gain deeper insight into his subject.” Klaus D. Schmidt, Mathematical Reviews

 

About the authors

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. 

Table of contents (36 chapters)

Table of contents (36 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-3-030-61871-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: February 8, 2021
  • ISBN 978-3-030-61870-4
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions & severe weather in the US may cause delays
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Foundations of Modern Probability
Authors
Series Title
Probability Theory and Stochastic Modelling
Series Volume
99
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-61871-1
DOI
10.1007/978-3-030-61871-1
Hardcover ISBN
978-3-030-61870-4
Series ISSN
2199-3130
Edition Number
3
Number of Pages
XII, 946
Number of Illustrations
1 b/w illustrations
Topics