Probability Theory And Stochastic Processes

A new feature of this edition consists of photogra phs of eight masters in the contemporary development of probability theory. All of them appear in the body of the book, though the few references there merely serve to give a glimpse of their manifold contributions. It is hoped that these vivid pictures will inspire in the reader a feeling that our science is a live endeavor created and pursued by real personalities.

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence,

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters

In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a centrat role in the mathematization of various applied sciences such as statistics, Opera­ tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached.