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- Williams, D. (David), 1938-
- Cambridge, U.K. ; New York : Cambridge University Press, 2001.
- Description
- Book — xvii, 547 p. : ill. ; 25 cm.
- Summary
-
- Preface--
- 1. Introduction--
- 2. Events and probabilities--
- 3. Random variables, means and variances--
- 4. Conditioning and independence--
- 5. Generating functions and the central limit theorem--
- 6. Confidence intervals for 1-parameter models--
- 7. Conditional pdfs and multi-parameter Bayesian statistics--
- 8. Linear models, ANOVA etc--
- 9. Some further probability--
- 10. Quantum probability and quantum computing-- Appendix A. Some prerequisites and addenda-- Appendix B. Discussion of some selected exercises-- Appendix C. Tables-- Appendix D. A small sample of the literature-- Bibliography-- Index.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
Marine Biology Library (Miller), Science Library (Li and Ma)
Marine Biology Library (Miller) | Status |
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Stacks | |
QA273 .W626 2001 | Unknown |
Science Library (Li and Ma) | Status |
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Stacks | Request (opens in new tab) |
QA273 .W626 2001 | Unknown |
2. Probability with martingales [1991]
- Williams, D. (David), 1938-
- Cambridge ; New York : Cambridge University Press, c1991.
- Description
- Book — xv, 251 p. ; 23 cm.
- Summary
-
- 1. A branching-process example-- Part I. Foundations:
- 2. Measure spaces--
- 3. Events--
- 4. Random variables--
- 5. Independence--
- 6. Integration--
- 7. Expectation--
- 8. An easy strong law: product measure-- Part II. Martingale Theory:
- 9. Conditional expectation--
- 10. Martingales--
- 11. The convergence theorem--
- 12. Martingales bounded in L2--
- 13. Uniform integrability--
- 14. UI martingales--
- 15. Applications-- Part III. Characteristic Functions:
- 16. Basic properties of CFs--
- 17. Weak convergence--
- 18. The central limit theorem-- Appendices-- Exercises.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
Green Library, Science Library (Li and Ma)
Green Library | Status |
---|---|
Find it Stacks | Request (opens in new tab) |
QA274.5 .W55 1991 | Unknown |
Science Library (Li and Ma) | Status |
---|---|
Stacks | Request (opens in new tab) |
QA274.5 .W55 1991 | Unknown |
MATH-230B-01, STATS-305B-01, STATS-310B-01
- Course
- MATH-230B-01 -- Theory of Probability
- Instructor(s)
- Dembo, Amir
- Course
- STATS-305B-01 -- Applied Statistics II
- Instructor(s)
- Efron, Bradley
- Course
- STATS-310B-01 -- Theory of Probability II
- Instructor(s)
- Dembo, Amir
3. Diffusions, Markov processes, and martingales [1979 - ]
- Williams, D. (David), 1938-
- Chichester ; New York : Wiley, c1979-
- Description
- Book — v. ; 24 cm.
- Summary
-
- v. 1. Foundations.--
- v. 2. Itô calculus.
- Online
Science Library (Li and Ma)
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Stacks
|
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QA274.7 .W54 V.1 | Unknown |
QA274.7 .W54 V.2 | Unknown |
- Rogers, L. C. G.
- 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, 2000.
- Description
- Book — 2 v. : ill. ; 23 cm.
- Summary
-
- Some frequently used notation--
- 1. Brownian motion-- Part I. Introduction--
- 2. Basics about Brownian motion--
- 3. Brownian motion in higher dimensions--
- 4. Gaussian processes and Levy processes-- Part II. Some Classical Theory--
- 5. Basic measure theory--
- 6. Basic probability theory--
- 7. Stochastic processes--
- 8. Discrete-parameter martingale theory--
- 9. Continuous-parameter martingale theory--
- 10. Probability measure on Lusin spaces-- Part III. Markov Processes:
- 11. Transition functions and resolvents--
- 12. Feller-Dynkin processes--
- 13. Additive functionals--
- 14. Approach to ray processes: the Martin boundary--
- 15. Ray processes--
- 16. Applications-- References-- Index.
- (source: Nielsen Book Data)
- Some frequently used notation--
- 4. Introduction to Ito calculus-- 4.1. Some motivating remarks-- 4.2. Some fundamental ideas: previsible processes, localization, etc.-- 4.3. The elementary theory of finite-variation processes-- 4.4. Stochastic integrals: the L2 theory-- 4.5. Stochastic integrals with respect to continuous semimartingales-- 4.6. Applications of Ito's formula--
- 5. Stochastic differential equations and diffusions-- 5.1. Introduction-- 5.2. Pathwise uniqueness, strong SDEs, flows-- 5.3. Weak solutions, uniqueness in law-- 5.4. Martingale problems, Markov property-- 5.5. Overture to stochastic differential geometry-- 5.6. One-dimensional SDEs-- 5.7. One-dimensional diffusions--
- 6. The general theory-- 6.1. Orientation-- 6.2. Debut and section theorems-- 6.3. Optional projections and filtering-- 6.4. Characterising previsible times-- 6.5. Dual previsible projections-- 6.6. The Meyer decomposition theorem-- 6.7. Stochastic integration: the general case-- 6.8. Ito excursion theory-- References-- Index.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
This celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.
(source: Nielsen Book Data)
Science Library (Li and Ma)
Science Library (Li and Ma) | Status |
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Stacks
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QA274.7 .W54 2000 V.2 | Unknown |
5. Diffusions, Markov processes, and martingales [1994 - ]
- Rogers, L. C. G.
- 2nd ed. - Chichester, West Sussex, England ; New York : Wiley, c1994-
- Description
- Book — v. ; 24 cm.
- Summary
-
- v. 1. Foundations
- v. 2. Itô calculus
(source: Nielsen Book Data)
- Online
Science Library (Li and Ma)
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Stacks
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QA274.7 .W54 1994 V.1 | Unknown |
- LMS Durham Symposium (1980)
- Berlin ; New York : Springer-Verlag, 1981.
- Description
- Book — viii, 540 p. ; 24 cm.
SAL1&2 (on-campus shelving)
SAL1&2 (on-campus shelving) | Status |
---|---|
Serials | Request (opens in new tab) |
Shelved by Series title V.851 | Unknown |
- London : Royal Society, 1991.
- Description
- Book — 240 p., 1 leaf of plates : ill. (some col.) ; 25 cm.
- Summary
-
- The local structure of turbulence in incompressible viscous fluid for very large Reynolds numbers - dissipation of energy in the locally isotropic turbulence, A.N. Kolmogorov-- Kolmogorov's hydrodynamic attractors, V.I. Arnol'd-- approximation of attractors, large eddy simulations and multiscale methods, R. Temam-- transition functions, paths and path integrals, D. Williams-- turbulent cascade and intermittency growth, R.H. Kraichnan-- random multifractals - negative dimensions and the resulting limitations of the thermodynamic formalism, B.B. Mandelbrot-- from global scaling, a la Kolmogorov, to local multifractal scaling in developed turbulence, U. Frisch-- structure and dynamics of homogenous turbulence models and simulations, Z-S She, E. Jackson and S.A. Orszag-- the Kolomorogov spectrum and its oceanic cousins - a review, O.M. Phillips-- local isotropy of the smallest scales of turbulent scalar and velocity fields, C. Van Atta-- Kolmogorov similarity hypotheses for scalar fields - sampling intermittent turbulent mixing in the ocean and galaxy, C.H. Gibson-- on local isotropy of passive scalars in turbulent shear flows, K.R. Sreenivasan-- Kolmogorov's contributions to the physical and geometrical understanding of small-scale turbulence and recent developments, J.C.R. Hunt and J.C. Vassilicos-- Kolmogorov's two-equation model of turbulence, D.B. Spalding-- some applications of Kolmogorov's turbulence research in the field of combustion, K.N.C. Bray and R.S. Cant.
- (source: Nielsen Book Data)
(source: Nielsen Book Data)
- Online
SAL3 (off-campus storage)
SAL3 (off-campus storage) | Status |
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Stacks | Request (opens in new tab) |
QA911 .T84 1991 | Available |
8. Minerals of Mexico [1987]
- Panczner, William D. (William David), 1938-
- New York : Van Nostrand Reinhold, c1987.
- Description
- Book — xiii, 459 p., [8] p. of plates : ill. (some col.), maps ; 26 cm.
- Online
Earth Sciences Library (Branner)
Earth Sciences Library (Branner) | Status |
---|---|
Stacks | Request (opens in new tab) |
QE377 .M6 P36 1987 | Unknown |
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