Foundations of Modern Probability : Probability Theory and Stochastic Modelling - Olav Kallenberg

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Foundations of Modern Probability

By: Olav Kallenberg

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Multi-Item Pack | 20 March 2021 | Edition Number 3

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About the first edition:

To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands.

- Mathematical Reviews

This new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.

Industry Reviews

"The book under review is the magnum opus of a brilliant scholar of probability. ... An important feature of the book ... is the writing style. ... The choice of topics is excellent, some of which are not covered elsewhere. This book would make an outstanding text for graduate courses in measure theoretic probability, and for graduate students and faculty doing research in probability. The book is a delight to read. Highly recommended." (Myron Hlynka, Mathematical Reviews, April, 2022)

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