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Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability. Volume III : Probability Theory / edited by Lucien M. Le Cam, Jerzy Neyman, and Elizabeth L. Scott.
De Gruyter University of California Press eBook-Package Archive Pre-2000 Available online
View online- Format:
- Book
- Series:
- Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability ; Volume 3
- Language:
- English
- Subjects (All):
- Mathematical statistics--Congresses.
- Mathematical statistics.
- Probabilities--Congresses.
- Probabilities.
- Physical Description:
- 1 online resource (736 p.)
- Edition:
- First edition.
- Place of Publication:
- Berkeley, California : University of California Press, [1972]
- Language Note:
- In English.
- Summary:
- This title is part of UC Press's Voices Revived program, which commemorates University of California Press's mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.
- Contents:
- Frontmatter
- CONTENTS OF PROCEEDINGS VOLUMES I, II, AND III
- PREFACE
- CONTENTS
- PAUL LÉVY. 1886-1971
- Point Processes and First Passage Problems
- Limit Theorems for Random Walks with Boundaries
- The Range of Random Walk
- On the Law of the Iterated Logarithm for Maxima and Minima
- Asymptotic Distribution of the Moment of First Crossing of a High Level by a Birth and Death Process
- Martin Boundaries of Random Walks on Locally Compact Groups
- The Structure of a Markov Chain
- Classical Potential Theory and Brownian Motion
- Logarithmic Potentials and Planar Brownian Motion
- Potential Operators for Markov Processes
- Approximation of Continuous Additive Functionals
- Poisson Point Processes Attached to Markov Processes
- Regenerative Phenomena and the Characterization of Markov Transition Probabilities
- Stochastic Differential Equations and Models of Random Processes
- Birth and Death of Markov Processes
- Stochastic Integrals and Processes with Stationary Independent Increments
- On the Support of Diffusion Processes with Applications to the Strong Maximum Principle
- Diffusion Processes
- Random Fields of Segments and Random Mosaic on a Plane
- Nonhomogeneous Poisson Fields of Random Lines with Applications to Traffic Flow
- Multivariate Point Processes
- On Basic Results of Point Process Theory
- The Distribution of Generations and Other Aspects of the Family Structure of Branching Processes
- A Method for Studying the Integral Functionals of Stochastic Processes with Applications, III
- Uses of the Sojourn Time Series for the Markovian Birth Process
- First Emptiness Problems in Queueing, Storage, and Traffic Theory
- Kuhn-GriinType Approximations for Polymer Chain Distributions
- Coverage of Generalized Chess Boards by Randomly Placed Rooks
- Pressure and Helmholtz Free Energy in a Dynamic Model of a Lattice Gas
- The Rate of Spatial Propagation of Simple Epidemic
- Asymptotic Distribution of Eigenvalues of Random Matrices
- A Priori Bounds for the Riccati Equation
- Lose a Dollar or Double Your Fortune
- Necessary Conditions for Discrete Parameter Stochastic Optimization Problem
- Differential Games
- Epsilon Entropy of Probability Distributions
- AUTHOR REFERENCE INDEX
- Notes:
- Description based on online resource; title from PDF title page (publisher's Web site, viewed 01. Okt 2020)
- Description based on print version record.
- Includes bibliographical references and index.
- ISBN:
- 9780520375918
- 0520375912
- OCLC:
- 1198929639
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