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This textbook, now in its second revised and extended edition, presents the fundamental ideas and results of both probability theory and statistics. It comprises the material of a one-year course, which is addressed to students of mathematics and to scientists with an interest in the mathematical side of stochastics. The stochastic concepts, models and methods are motivated by examples and then developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems, now in part with solutions, offer applications and supplements to the text.
This textbook, now in its second revised and extended edition, presents the fundamental ideas and results of both probability theory and statistics. It comprise
Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first o
This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stocha
This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both prob
This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods. No prior knowledge of probability is assumed.