000 03524nam a22004335i 4500
001 978-0-387-28861-1
003 DE-He213
005 20250710083943.0
007 cr nn 008mamaa
008 100301s2005 xxu| s |||| 0|eng d
020 _a9780387288611
_a99780387288611
024 7 _a10.1007/0-387-28861-9
_2doi
082 0 4 _a519.5
_223
100 1 _aKallenberg, Olav.
_eauthor.
245 1 0 _aProbabilistic Symmetries and Invariance Principles
_h[recurso electrónico] /
_cby Olav Kallenberg.
264 1 _aNew York, NY :
_bSpringer New York,
_c2005.
300 _aXII, 510 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aProbability and Its Applications,
_x1431-7028
505 0 _aThe Basic Symmetries -- Conditioning and Martingales -- Convergence and Approximation -- Predictable Sampling and Mapping -- Decoupling Identities -- Homogeneity and Reflections -- Symmetric Arrays -- Multi-variate Rotations -- Symmetric Measures in the Plane.
520 _aThis is the first comprehensive treatment of the three basic symmetries of probability theory-contractability, exchangeability, and rotatability-defined as invariance in distribution under contractions, permutations, and rotations. Originating with the pioneering work of de Finetti from the 1930's, the theory has evolved into a unique body of deep, beautiful, and often surprising results, comprising the basic representations and invariance properties in one and several dimensions, and exhibiting some unexpected links between the various symmetries as well as to many other areas of modern probability. Most chapters require only some basic, graduate level probability theory, and should be accessible to any serious researchers and graduate students in probability and statistics. Parts of the book may also be of interest to pure and applied mathematicians in other areas. The exposition is formally self-contained, with detailed references provided for any deeper facts from real analysis or probability used in the book. Olav Kallenberg received his Ph.D. in 1972 from Chalmers University in Gothenburg, Sweden. After teaching for many years at Swedish universities, he moved in 1985 to the US, where he is currently Professor of Mathematics at Auburn University. He is well known for his previous books Random Measures (4th edition, 1986) and Foundations of Modern Probability (2nd edition, 2002) and for numerous research papers in all areas of probability. In 1977, he was the second recipient ever of the prestigious Rollo Davidson Prize from Cambridge University. In 1991-94, he served as the Editor in Chief of Probability Theory and Related Fields. Professor Kallenberg is an elected fellow of the Institute of Mathematical Statistics.
650 0 _aSTATISTICS.
650 0 _aDISTRIBUTION (PROBABILITY THEORY).
650 0 _aMATHEMATICAL STATISTICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
650 2 4 _aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387251158
830 0 _aProbability and Its Applications,
_x1431-7028
856 4 0 _uhttp://dx.doi.org/10.1007/0-387-28861-9
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c56882
_d56882