{"product_id":"an-introduction-to-probability-theory-and-its-applications-volume-2-isbn-9780471257097","title":"An Introduction to Probability Theory and Its Applications, Volume 2","description":"\u003cp\u003e\u003cb\u003eThe classic text for understanding complex statistical probability\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eAn Introduction to Probability Theory and Its Applications\u003c\/i\u003e offers comprehensive explanations to complex statistical problems. Delving deep into densities and distributions while relating critical formulas, processes and approaches, this rigorous text provides a solid grounding in probability with practice problems throughout. Heavy on application without sacrificing theory, the discussion takes the time to explain difficult topics and how to use them. This new second edition includes new material related to the substitution of probabilistic arguments for combinatorial artifices as well as new sections on branching processes, Markov chains, and the DeMoivre-Laplace theorem.\u003c\/p\u003e  Chapter I The Exponential and the Uniform Densities  \u003cp\u003e1. Introduction\u003c\/p\u003e \u003cp\u003e2. Densities. Convolutions\u003c\/p\u003e \u003cp\u003e3. The Exponential Density\u003c\/p\u003e \u003cp\u003e4. Waiting Time Paradoxes. The Poisson Process\u003c\/p\u003e \u003cp\u003e5. The Persistence of Bad Luck\u003c\/p\u003e \u003cp\u003e6. Waiting Times and Order Statistics\u003c\/p\u003e \u003cp\u003e7. The Uniform Distribution\u003c\/p\u003e \u003cp\u003e8. Random Splittings\u003c\/p\u003e \u003cp\u003e9. Convolutions and Covering Theorems\u003c\/p\u003e \u003cp\u003e10. Random Directions\u003c\/p\u003e \u003cp\u003e11. The Use of Lebesgue Measure\u003c\/p\u003e \u003cp\u003e12. Empirical Distributions\u003c\/p\u003e \u003cp\u003e13. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter II Special Densities. Randomization\u003c\/p\u003e \u003cp\u003e1. Notations and Conventions\u003c\/p\u003e \u003cp\u003e2. Gamma Distributions\u003c\/p\u003e \u003cp\u003e3. Related Distributions of Statistics\u003c\/p\u003e \u003cp\u003e4. Some Common Densities\u003c\/p\u003e \u003cp\u003e5. Randomization and Mixtures\u003c\/p\u003e \u003cp\u003e6. Discrete Distributions\u003c\/p\u003e \u003cp\u003e7. Bessel Functions and Random Walks\u003c\/p\u003e \u003cp\u003e8. Distributions on a Circle\u003c\/p\u003e \u003cp\u003e9. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter III Densities in Higher Dimensions. Normal Densities and Processes\u003c\/p\u003e \u003cp\u003e1. Densities\u003c\/p\u003e \u003cp\u003e2. Conditional Distributions\u003c\/p\u003e \u003cp\u003e3. Return to the Exponential and the Uniform Distributions\u003c\/p\u003e \u003cp\u003e4. A Characterization of the Normal Distribution\u003c\/p\u003e \u003cp\u003e5. Matrix Notation. The Covariance Matrix\u003c\/p\u003e \u003cp\u003e6. Normal Densities and Distributions\u003c\/p\u003e \u003cp\u003e7. Stationary Normal Processes\u003c\/p\u003e \u003cp\u003e8. Markovian Normal Densities\u003c\/p\u003e \u003cp\u003e9. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter IV Probability Measures and Spaces\u003c\/p\u003e \u003cp\u003e1. Baire Functions\u003c\/p\u003e \u003cp\u003e2. Interval Functions and Integrals in R\u003csup\u003er\u003c\/sup\u003e\u003c\/p\u003e \u003cp\u003e3. σ-Algebras. Measurability\u003c\/p\u003e \u003cp\u003e4. Probability Spaces. Random Variables\u003c\/p\u003e \u003cp\u003e5. The Extension Theorem\u003c\/p\u003e \u003cp\u003e6. Product Spaces. Sequences of Independent Variables\u003c\/p\u003e \u003cp\u003e7. Null Sets. Completion\u003c\/p\u003e \u003cp\u003eChapter V Probability Distributions in R\u003csup\u003er\u003c\/sup\u003e\u003c\/p\u003e \u003cp\u003e1. Distributions and Expectations\u003c\/p\u003e \u003cp\u003e2. Preliminaries\u003c\/p\u003e \u003cp\u003e3. Densities\u003c\/p\u003e \u003cp\u003e4. Convolutions\u003c\/p\u003e \u003cp\u003e5. Symmetrization\u003c\/p\u003e \u003cp\u003e6. Integration by Parts. Existence of Moments\u003c\/p\u003e \u003cp\u003e7. Chebyshev’s Inequality\u003c\/p\u003e \u003cp\u003e8. Further Inequalities. Convex Functions\u003c\/p\u003e \u003cp\u003e9. Simple Conditional Distributions. Mixtures\u003c\/p\u003e \u003cp\u003e10. Conditional Distributions\u003c\/p\u003e \u003cp\u003e11. Conditional Expectations\u003c\/p\u003e \u003cp\u003e12. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter VI A Survey of Some Important Distributions and Processes\u003c\/p\u003e \u003cp\u003e1. Stable Distributions in R\u003csup\u003e1\u003c\/sup\u003e\u003c\/p\u003e \u003cp\u003e2. Examples\u003c\/p\u003e \u003cp\u003e3. Infinitely Divisible Distributions in R\u003csup\u003e1\u003c\/sup\u003e\u003c\/p\u003e \u003cp\u003e4. Processes with Independent Increments\u003c\/p\u003e \u003cp\u003e5. Ruin Problems in Compound Poisson Processes\u003c\/p\u003e \u003cp\u003e6. Renewal Processes\u003c\/p\u003e \u003cp\u003e7. Examples and Problems\u003c\/p\u003e \u003cp\u003e8. Random Walks\u003c\/p\u003e \u003cp\u003e9. The Queuing Process\u003c\/p\u003e \u003cp\u003e10. Persistent and Transient Random Walks\u003c\/p\u003e \u003cp\u003e11. General Markov Chains\u003c\/p\u003e \u003cp\u003e12. Martingales\u003c\/p\u003e \u003cp\u003e13. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter VII Laws of Large Numbers. Applications in Analysis\u003c\/p\u003e \u003cp\u003e1. Main Lemma and Notations\u003c\/p\u003e \u003cp\u003e2. Bernstein Polynomials. Absolutely Monotone Functions\u003c\/p\u003e \u003cp\u003e3. Moment Problems\u003c\/p\u003e \u003cp\u003e4. Application to Exchangeable Variables\u003c\/p\u003e \u003cp\u003e5. Generalized Taylor Formula and Semi-Groups\u003c\/p\u003e \u003cp\u003e6. Inversion Formulas for Laplace Transforms\u003c\/p\u003e \u003cp\u003e7. Laws of Large Numbers for Identically Distributed Variables\u003c\/p\u003e \u003cp\u003e8. Strong Laws\u003c\/p\u003e \u003cp\u003e9. Generalization to Martingales\u003c\/p\u003e \u003cp\u003e10. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter VIII The Basic Limit Theorems\u003c\/p\u003e \u003cp\u003e1. Convergence of Measures\u003c\/p\u003e \u003cp\u003e2. Special Properties\u003c\/p\u003e \u003cp\u003e3. Distributions as Operators\u003c\/p\u003e \u003cp\u003e4. The Central Limit Theorem\u003c\/p\u003e \u003cp\u003e5. Infinite Convolutions\u003c\/p\u003e \u003cp\u003e6. Selection Theorems\u003c\/p\u003e \u003cp\u003e7. Ergodic Theorems for Markov Chains\u003c\/p\u003e \u003cp\u003e8. Regular Variation\u003c\/p\u003e \u003cp\u003e9. Asymptotic Properties of Regularly Varying Functions\u003c\/p\u003e \u003cp\u003e10. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter IX Infinitely Divisible Distributions and Semi-Groups\u003c\/p\u003e \u003cp\u003e1. Orientation\u003c\/p\u003e \u003cp\u003e2. Convolution Semi-Groups\u003c\/p\u003e \u003cp\u003e3. Preparatory Lemmas\u003c\/p\u003e \u003cp\u003e4. Finite Variances\u003c\/p\u003e \u003cp\u003e5. The Main Theorems\u003c\/p\u003e \u003cp\u003e6. Example: Stable Semi-Groups\u003c\/p\u003e \u003cp\u003e7. Triangular Arrays with Identical Distributions\u003c\/p\u003e \u003cp\u003e8. Domains of Attraction\u003c\/p\u003e \u003cp\u003e9. Variable Distributions. The Three-Series Theorem\u003c\/p\u003e \u003cp\u003e10. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter X Markov Processes and Semi-Groups\u003c\/p\u003e \u003cp\u003e1. The Pseudo-Poisson Type\u003c\/p\u003e \u003cp\u003e2. A Variant: Linear Increments\u003c\/p\u003e \u003cp\u003e3. Jump Processes\u003c\/p\u003e \u003cp\u003e4. Diffusion Processes in R\u003csup\u003e1\u003c\/sup\u003e\u003c\/p\u003e \u003cp\u003e5. The Forward Equation. Boundary Conditions\u003c\/p\u003e \u003cp\u003e6. Diffusion in Higher Dimensions\u003c\/p\u003e \u003cp\u003e7. Subordinated Processes\u003c\/p\u003e \u003cp\u003e8. Markov Processes and Semi-Groups\u003c\/p\u003e \u003cp\u003e9. The \"Exponential Formula\" of Semi-Group Theory\u003c\/p\u003e \u003cp\u003e10. Generators. The Backward Equation\u003c\/p\u003e \u003cp\u003eChapter XI Renewal Theory\u003c\/p\u003e \u003cp\u003e1. The Renewal Theorem\u003c\/p\u003e \u003cp\u003e2. Proof of the Renewal Theorem\u003c\/p\u003e \u003cp\u003e3. Refinements\u003c\/p\u003e \u003cp\u003e4. Persistent Renewal Processes\u003c\/p\u003e \u003cp\u003e5. The Number N\u003csub\u003et\u003c\/sub\u003e of Renewal Epochs\u003c\/p\u003e \u003cp\u003e6. Terminating (Transient) Processes\u003c\/p\u003e \u003cp\u003e7. Diverse Applications\u003c\/p\u003e \u003cp\u003e8. Existence of Limits in Stochastic Processes\u003c\/p\u003e \u003cp\u003e9. Renewal Theory on the Whole Line\u003c\/p\u003e \u003cp\u003e10. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter XII Random Walks in R\u003csup\u003e1\u003c\/sup\u003e\u003c\/p\u003e \u003cp\u003e1. Basic Concepts and Notations\u003c\/p\u003e \u003cp\u003e2. Duality. Types of Random Walks\u003c\/p\u003e \u003cp\u003e3. Distribution of Ladder Heights. Wiener-Hopf Factorization\u003c\/p\u003e \u003cp\u003e3a. The Wiener-Hopf Integral Equation\u003c\/p\u003e \u003cp\u003e4. Examples\u003c\/p\u003e \u003cp\u003e5. Applications\u003c\/p\u003e \u003cp\u003e6. A Combinatorial Lemma\u003c\/p\u003e \u003cp\u003e7. Distribution of Ladder Epochs\u003c\/p\u003e \u003cp\u003e8. The Arc Sine Laws\u003c\/p\u003e \u003cp\u003e9. Miscellaneous Complements\u003c\/p\u003e \u003cp\u003e10. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter XIII Laplace Transforms. Tauberian Theorems. Resolvents\u003c\/p\u003e \u003cp\u003e1. Definitions. The Continuity Theorem\u003c\/p\u003e \u003cp\u003e2. Elementary Properties\u003c\/p\u003e \u003cp\u003e3. Examples\u003c\/p\u003e \u003cp\u003e4. Completely Monotone Functions. Inversion Formulas\u003c\/p\u003e \u003cp\u003e5. Tauberian Theorems\u003c\/p\u003e \u003cp\u003e6. Stable Distributions\u003c\/p\u003e \u003cp\u003e7. Infinitely Divisible Distributions\u003c\/p\u003e \u003cp\u003e8. Higher Dimensions\u003c\/p\u003e \u003cp\u003e9. Laplace Transforms for Semi-Groups\u003c\/p\u003e \u003cp\u003e10. The Hille-Yosida Theorem\u003c\/p\u003e \u003cp\u003e11. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter XIV Applications of Laplace Transforms\u003c\/p\u003e \u003cp\u003e1. The Renewal Equation: Theory\u003c\/p\u003e \u003cp\u003e2. Renewal-Type Equations: Examples\u003c\/p\u003e \u003cp\u003e3. Limit Theorems Involving Arc Sine Distributions\u003c\/p\u003e \u003cp\u003e4. Busy Periods and Related Branching Processes\u003c\/p\u003e \u003cp\u003e5. Diffusion Processes\u003c\/p\u003e \u003cp\u003e6. Birth-and-Death Processes and Random Walks\u003c\/p\u003e \u003cp\u003e7. The Kolmogorov Differential Equations\u003c\/p\u003e \u003cp\u003e8. Example: The Pure Birth Process\u003c\/p\u003e \u003cp\u003e9. Calculation of Ergodic Limits and of First-Passage Times\u003c\/p\u003e \u003cp\u003e10. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter XV Characteristic Functions\u003c\/p\u003e \u003cp\u003e1. Definition. Basic Properties\u003c\/p\u003e \u003cp\u003e2. Special Distributions. Mixtures\u003c\/p\u003e \u003cp\u003e2a. Some Unexpected Phenomena\u003c\/p\u003e \u003cp\u003e3. Uniqueness. Inversion Formulas\u003c\/p\u003e \u003cp\u003e4. Regularity Properties\u003c\/p\u003e \u003cp\u003e5. The Central Limit Theorem for Equal Components\u003c\/p\u003e \u003cp\u003e6. The Lindeberg Conditions\u003c\/p\u003e \u003cp\u003e7. Characteristic Functions in Higher Dimensions\u003c\/p\u003e \u003cp\u003e8. Two Characterizations of the Normal Distribution\u003c\/p\u003e \u003cp\u003e9. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter XVI Expansions Related to the Central Limit Theorem,\u003c\/p\u003e \u003cp\u003e1. Notations\u003c\/p\u003e \u003cp\u003e2. Expansions for Densities\u003c\/p\u003e \u003cp\u003e3. Smoothing\u003c\/p\u003e \u003cp\u003e4. Expansions for Distributions\u003c\/p\u003e \u003cp\u003e5. The Berry-Esséen Theorems\u003c\/p\u003e \u003cp\u003e6. Expansions in the Case of Varying Components\u003c\/p\u003e \u003cp\u003e7. Large Deviations\u003c\/p\u003e \u003cp\u003eChapter XVII Infinitely Divisible Distributions\u003c\/p\u003e \u003cp\u003e1. Infinitely Divisible Distributions\u003c\/p\u003e \u003cp\u003e2. Canonical Forms. The Main Limit Theorem\u003c\/p\u003e \u003cp\u003e2a. Derivatives of Characteristic Functions\u003c\/p\u003e \u003cp\u003e3. Examples and Special Properties\u003c\/p\u003e \u003cp\u003e4. Special Properties\u003c\/p\u003e \u003cp\u003e5. Stable Distributions and Their Domains of Attraction\u003c\/p\u003e \u003cp\u003e6. Stable Densities\u003c\/p\u003e \u003cp\u003e7. Triangular Arrays\u003c\/p\u003e \u003cp\u003e8. The Class L\u003c\/p\u003e \u003cp\u003e9. Partial Attraction. \"Universal Laws\"\u003c\/p\u003e \u003cp\u003e10. Infinite Convolutions\u003c\/p\u003e \u003cp\u003e11. Higher Dimensions\u003c\/p\u003e \u003cp\u003e12. Problems for Solution 595\u003c\/p\u003e \u003cp\u003eChapter XVIII Applications of Fourier Methods to Random Walks\u003c\/p\u003e \u003cp\u003e1. The Basic Identity\u003c\/p\u003e \u003cp\u003e2. Finite Intervals. Wald’s Approximation\u003c\/p\u003e \u003cp\u003e3. The Wiener-Hopf Factorization\u003c\/p\u003e \u003cp\u003e4. Implications and Applications\u003c\/p\u003e \u003cp\u003e5. Two Deeper Theorems\u003c\/p\u003e \u003cp\u003e6. Criteria for Persistency\u003c\/p\u003e \u003cp\u003e7. Problems for Solution\u003c\/p\u003e \u003cp\u003eChapter XIX Harmonic Analysis\u003c\/p\u003e \u003cp\u003e1. The Parseval Relation\u003c\/p\u003e \u003cp\u003e2. Positive Definite Functions\u003c\/p\u003e \u003cp\u003e3. Stationary Processes\u003c\/p\u003e \u003cp\u003e4. Fourier Series\u003c\/p\u003e \u003cp\u003e5. The Poisson Summation Formula\u003c\/p\u003e \u003cp\u003e6. Positive Definite Sequences\u003c\/p\u003e \u003cp\u003e7. L\u003csup\u003e2\u003c\/sup\u003e Theory\u003c\/p\u003e \u003cp\u003e8. Stochastic Processes and Integrals\u003c\/p\u003e \u003cp\u003e9. Problems for Solution\u003c\/p\u003e \u003cp\u003eAnswers to Problems\u003c\/p\u003e \u003cp\u003eSome Books on Cognate Subjects\u003c\/p\u003e \u003cp\u003eIndex\u003c\/p\u003e  \u003cp\u003eWilliam \"Vilim\" Feller was a Croatian-American mathematician specializing in probability theory.\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47988729348325,"sku":"NP9780471257097","price":193.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9780471257097.jpg?v=1761781361","url":"https:\/\/k12savings.com\/es\/products\/an-introduction-to-probability-theory-and-its-applications-volume-2-isbn-9780471257097","provider":"K12savings","version":"1.0","type":"link"}