An Introduction to Probability Theory by William Feller - Ebook download as PDF File .pdf) or read book online. Ed. W. Feller - Ebook download as PDF File .pdf) or read book online. Introduction to Probability Theory and Its Applications Vol II- William Feller - 3ed, 3 Ed. The text can also be used in a discrete probability course. The material Anyone writing a probability text today owes a great debt to William Feller, who taught.
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C. An Introduction. tO Probability Theory and Its Applications. WILLIAM FELLER ( ). Eugene Higgins Professor of Mathematics. Princeton University. To Probability Theory And Its Applications Vol I Feller W Pdf previous post An Introduction To Pattern Recognition Michael Alder Pdf. An Introduction to Probability Theory and Its Applications. WILLIAM FELLER ( - ). Eugene Higgins Professor of Mathematics. Princeton University.
You are on page 1of Search inside document F at! Teaching was on a very limited scale and topics such as Markov chains, which are now extensively used in several disciplines, were highly specialized chapters of pure mathematics. The first volume may therefore be likened to an all- purpose travel guide to a strange country. To describe the nature of probability it had to stress the mathematical content of the theory as well as the surprising variety of potential applications. It was predicted that the ensuing fluctuations in the level of difficulty would limit the usefulness of the book. In reality it is widely used even today, when its novelty has worn off and its attitude and material are available in newer books written for special purposes. The book seems even to acquire new friends.
Clara Nielsen, , Feller's student in Kiel they married in , with kind permission of prof. He wrote both articles in the Croatian language:. This is indicated under the title of the second article, where his name is written as. We provide an excerpt from an article by an American mathematician Michael Golomb, Terror and Exile and a Letter About it A report from Volume 4, 1, of TopCom , which was a part of a special exhibition organized during the International Congress of Mathematicians in Berlin, The List of Expelled Berlin mathematicians contains 53 names.
It contains names. It is a surprise to me, and probably also to many readers, that as many as 75 German mathematicians, many of them world-renowned, emigrated to this country in the thirties. I choose from the list names that are universally recognized: The great Albert Einstein, himself an emigrant from Berlin, is not included because he is classified as a Physicist, not a mathematician.
By their own work and as teachers of a generation of brilliant young American mathematicians these emigrees from Nazi Germany have made the US the great center of mathematics in the world that it is today. William Feller, photo from [ Vladimir Vranic ].
In addition to his own work, he discussed progress by Hadamard, Hostinsky, Doeblin and Kolmogorov. He also stressed the fact that by now probability was equally exact as other branches of mathematics, and that many mathematical subjects "integral equations, group theory" etc. Another important talk in Oslo was the one given by W. Feller on stochastic processes. He discussed his well known existence and uniqueness theorems for Markov processes with jumps.
In the Conference [International Congress of Mathematicians , Cambridge, Massachussetts] chaired by von Neumann there were three talks related to probability: Certainly the last of these was a highlight. Feller explained the ties between classical boundary problems for the heat equation and diffusion processes.
He also spoke on Ito's theory of stochastic integration. This was possibly the first time that these topics were presented to a broad mathematical public.
Vilim Feller on the right in Zagreb in , in Jurjevska 31a, where he spent his youth, with Ivo Zdenkovic, father of Marta and Nikola Zdenkovic Ivo's wife Eva is the daughter of Ferdinand, Vilim's brother ; with kind permission of prof. Feller was among those who initiated publishing the important Mathematical Reviews journal in , and was one of its first executive editors ; the first editors were Otto Neugebauer , , and J.
Tamarkin, According to Ulf Grenander in his very interesting interview published in Statistical Science , Feller had been the editor of Mathematische Zentralblatt. When he arrived from Stockholm to Brown University USA in , he had a complete list of active mathematicians from all over the world with him, and that number at that time was ! Aided by this list, Neugebauer initiated editing the Mathematical Reviews from Brown.
Later, Feller took over the editorial responsibilities and continued in that capacity for years until he left Brown and moved to Cornell. William Feller] deserves the gratitude of mathematicians for his six years of effort in establishing the new journal [i. Reviews] , now the leading review of mathematics in the world. William Feller and Clara Nielsen Feller in Clara Nielsen Feller, with kind permission of prof.
It is considered to be one of the best mathematical textbooks written in the 20th century. According to Feller's own words, he worked on Volume I for eight years, since till Probability is a mathematical discipline whose aims are akin to those, for example, of geometry or analytical mechanics.
In each field we must be careful to distinguish three aspects of the theory: The character, and the charm, of the whole structure cannot be appreciated without considering all three aspects in their proper relation. Nowadays small boys betting and shooting dice, newspapers report on samples of public opinion, and the magic of statistics embraces all phases of life to the extent that young girls anxiously watch the statistics of their chances to get married.
The history of probability and of mathematics in general shows a stimulating interplay of theory and applications: William Feller , photo by Paul Halmos from his book I have a photographic memory Providence, ; Halmos provides also the photo of another outstanding Croatian mathematician - Zvonimir Janko.
We provide an excerpt from the review of the first edition of Feller's book Volume I , written for Mathematical Reviews by R. From the review of the second edition of Feller's book Volume I , written by U. Grenander for Mathematical Reviews:. As in the first edition the exposition is mathematically rigorous and at the same time elegant and lucid. This fascinating book will remain a standard textbook of mathematical probability for many years to come.
Orey for Mathematical Reviews:. This is the sequel to the popular first volume The reader of this book need not have any prior knowledge of probability beyond a few basic definitions, say as given in the first chapter of the first volume. Indeed it is the author's aim, admirably realized, to be of interest to a diverse audience, ranging from novice to expert. The book has a rich texture, derived from the wealth of problems treated as applications or illustrations of the theory.
The striking aspect is the apparent ease and elegance with which these problems are dispatched, frequently making obsolete the original treatment given in the research literature. Feller's book: Both volumes comprise altogether pages. Both of them were substantially improved with respect to previous editions.
The book seems even to acquire new friends. The fact that laymen are not deterred by passages which proved difficult to students of mathematics shows that the level of difficulty cannot be measured objectively; it depends on the type of information one seeks and the details one is prepared to skip.
The traveler often has the choice between climbing a peak or using a cable car. Here are the data about the latest editions of both Volumes from MathSciNet , which comprise altogether pp:.
Feller, William: His wife Clara wrote on p. I am grateful to the publisher for providing a proofreader to compare the print against the manuscript and for compiling the index. Goldman, A.
Grunbaum, H. McKean, L. Pitt, and A. Pittenger divided the book among themselves to check on the mathematics. Every mathematician knows what an incredible amount of work that entails. I express my deep gratitude to these men and extend my heartfelt thanks for their labor of love. The first Russian translation of Volume I appeared just a year after the appearance of the book in ! And also the first Russian translation of Volume II appeared just a year after the appearance of the book in !
Here is more detailed information based on Mathematical Reviews:. Feller, V. Diskretnye raspredeleniya.
Russian [An introduction to probability theory and its applications. Discrete distributions. Inostrannoj Literatury, Moscow, Feller, V.: Vvedenie v teoriyu veroyatnostej i ee prilozheniya. Tom 1. Dobrusin, A. Juskevic and S. Edited by E. Dynkin , with an introduction by A. Second edition, reprinted Izdat.
Tom 2. Prohorov Izdat. Second edition. With a preface by A. Now we bring to the reader's attention the translation of the second English edition, improved and added to by the author in many details. It is precisely this choice of material which enables Feller's book to occupy an independent place in the literature on probability theory. By the choice of problems Feller brings to light their solving by "direct", and specifically probabilistic means. This tendency to see behind analytical transformations their "probabilistic" sense, belongs to the most valuable features of Feller's book.
Deserving our attention is also the author's effort in the book in clearly illustrating the character of effects of probabilistic laws on carefully chosen examples.
In many cases the author manages to introduce the reader into really interesting questions of comparation between statistical data and probabilistic theory of events. Professor Feller, having learned about the prepartion of the second volume, kindly sent us a list of many necessary corrections, that were included into the text.
I am very grateful to him for his kindness. It is surprising to read the following sentence of Yu. Prokhorov in his foreword to the Russian translation of the third English edition of Volume There is no any other book on probability theory comparable to this one - it so successfully comprises mathematical austerity, excellency of proofs, and the quantity of considered applications.
Expounding the most complex mathematical questions, the author does not omit from sight the real world phenomena, where a developed theory can be applied.
The character of the book is such that it will not age for a very long time. Japanese translation of volume I of Feller's monograph has been published in two books issued in and I p. Limusa-Wiley, II p. Limusa, Wstep do rachunku prawdopodobienstwa. Tom I. Polish [Introduction to probability theory. I] Translated from the second English language edition. Third revised edition! Panstwowe Wydawnictwo Naukowe, Warsaw, First edition in Tom II.
II] Translated from the English. Second revised edition! Wstep do rachunku prawdopodobienstwa translated from the Third Edition , Wydawnictwo: Robert Bartoszynski. Znakomity podrecznik rachunku prawdopodobienstwa! Wznowienie poszukiwanego od lat klasycznego podrecznika, nalezacego do kanonu literatury dotyczacej ksztalcenia probabilistycznego.
Zalety ksiazki to: In the first part of Feller's monograph had its 6th Polish edition, so the edition is already its seventh printing in Poland.
Ts'e I. Chinese [Probability theory and its applications. William Feller in Chinese, from the Chinese edition of Volume 1.
The edition has been printed in 9, copies, and subsequent Chinese editions seem to exist: Photo from Book. Feller's books have been reedited by Wiley-Eastern, New Delhi, for the needs of mathematicians in India:.
William Feller with his students; photo by J. Goldman, USA. According to [ Halmos , p. Feller's scientific interests in mathematics were very broad. He contributed to calculus, geometry, and functional analysis. About half of his papers are in the field of probability theory. Especially important was his work in the period between and , when "W. Feller broke new grounds on the theory of diffusion and Kolmogorov was delighted.
According to Mathematical Reviews , Feller's works are cited times by authors. The first part of his book is cited times, and the second part times. It should be noted that Math Reviews is reviewing math articles starting with the year , so that Feller's very productive scientific work before that that is, between and is not evidenced there.
His most cited article 37 times is. The parabolic differential equations and the associated semi-groups of transformations. Yosida ,. Besides two volumes of his famous book Feller wrote scientific papers, see the complete list in the memorial issue of [ Annals of Math. Statistics ]. The list has been obtained using mathematical references from MathSciNet covering the period between since Feller's death and , citing Feller's name.
At the lowest level, it is personal interaction, after all, which produces great collaborations. Feller and Kolmogorov, across continents and ideologies, is the perfect example. Feller-Tornier constant has been defined in Feller's paper written jointly with Erhard Tornier The constant is defined as the density of natural numbers whose prime factorization contains an even number of distinct primes to powers larger than the first.
It is equal to 0. Tornier was 12 years older than Feller. In he became a Nazist, and ousted Feller from the University of Kiel in when he learned about his Jewish ancestry for more information see [ Thomas Hochkirchen ], Abraham A.
Lebenskreise , Deutsche Verlag-Anstalt, Stuttgart, , p. Kollegen in einer dunklen Zeit. Feller had another joint paper with Tornier, published also in Mathematische Annalen, Vol , Mass und Inhaltstheorie des Bairischen Nullraumes, pp.
Feller in white suit with P. Loeve on his right, and with B. In Feller had a great honour to become a member of the international scientific committee which had to elect candidates for the Fields Medal.
Feller is the author or coauthor of two more books:. Feller in s, from Jay Goldman's Photo Album. Feller , William Feller was thesis advisor to 22 students in the period of to , and by he has as many as descendants. Marta and Nikola Zdenkovic, Zagreb, informed me in that they do not know the meaning of initial "K. However, there exists a paper entitled Feller, W. Here are the names of Feller's PhD students:. Feller's unofficial PhD student was Frank Spitzer , see here.
His another unofficial PhD student seems to be Joanne Elliott. She became a professional mathematician, and in one of her papers,. Joanne Elliott: This problem, suggested by W. Feller, arises in the theory of stochastic processess. The author wishes to thank William Feller for many helpful discussions Joanne Elliott, William Feller: Joanne Elliott, photo by Paul Halmos on the same page Feller's photo appears I have a photographic memory Providence, She earned her PhD at Cornell in , and recall that Feller was professor there in the period of In Rutgers-New Brunswick Mathematics Graduate Faculty we found that she worked in potential theory, and that in she had a chair at Douglas College at Rutgers since, Professor of Mathematics since , retired since William Feller; photo from [ Croatian Biographical Lexicon ].
Shortly before his death he was elected as an honorary memebr of the London Mathematical Society. Mathematician; Educator. Many outstading mathematicians from Princeton University were elected as members of the National Academy of Sciences: Solomon Lefschetz , James W. Wigner , Salomon Bochner , Howard P.
Robertson , Norman E. Spencer , John W. Milnor , etc. See the complete list. Mathematics and Computer Science. The National Medal of Science award was established by the U. Congress as a Presidential award. It was conferred in by president Richard Nixon to Feller's wife Clara during the official ceremony held in the White House , a month after Feller's death at the age of This prestigeous medal has been conferred to him for.
Kept at the Department of Mathematics of the University of Zagreb. In the period of there were altogether recipients of the National Medal of Science also called Presidential Award , and among them there were about 90 Nobel Prize wineers.
Front row, middle three: Published in Princeton Alumni Weekly, May 9, Source www. Some mathematicians dedicated their scientific works to the memory of William Feller, for example by his PhD student H. Geometry of differential space: Dedicated to the memory of Will Feller. The Annals of Probability, 1: He was in touch with his relatives in Zagreb, as well as with his colleagues at the University of Zagreb. William Feller in Zagreb, Croatia, near his home in Jurjevska 31a.
William Feller in Zagreb, Croatia, in s. William Feller in s photo courtesy of professor Mladen Vranic, Toronto. Bourbaki Academic Press, New York, London, , indicated that the main ideas of probability theory are related to the names of:. Bernoulli , A. Laplace , D. Poisson , P. Chebisev , A. Borel , N. Wiener , P. Kolmogorov , A. Hincin , W. Feller , J. Doob , and G. Hunt b. It is amusing that the name of the street in Princeton where William Feller lived since until his death was.
If you go here http: Feller and his wife lived. It's just off Nassau St. Was the name of the street given in honour of Feller? Many thanks to Mr Paul C. Kettler, Norway, a former student of professor Feller, for this wonderful information Here is another lovely detail from Feller's lectures, described by Mr Kettler:. Feller's favorite number was "17," employed over and over in his talks whenever a natural number was in order, and the low integers one, two, and three, were not evident choices.
This was in expressions such as, "Consider the sum of 17 random variables," etc. This use of "17" was a standing joke, which he loved as much as anybody else. As there was a central auditorium-style classroom on the floor, offices and smaller classrooms were to the outside of a rectangular hallway around the floor.
Bochner's office was in the near right corner as you entered the building, and Feller's was at the next corner continuing. Frequently the two of them, precipitated by a quick phone call from one to the other, would meet in the hall, then march around always counter-clockwise several times in very animated discussion. Sometimes they would retire to one or the other's office for more talk, but usually they would not.
After three circuits or so they would have exhausted their comments to each other, and would retire back to their offices. It was really a funny, and frequent, sight. One of the first examples of definite integrals computed at the calculus level is integration of the the function sin 2 x from zero to 2pi. Here is how Feller does it.
Hence, the required integral is equal to pi. Besides his native Croatian, William Feller spoke also German, English, French, Latin, Hebrew, and very probably Swedish as well recall that he spent five years in Sweden, from till And concerning Feller's fluency in Swedish, here is a testimony of Ulf Grenander , a Swedish mathematician: He used to write to me in Swedish!
Nikola Zdenkovic in , his hobby was translating old texts from Sanskrit. Professor Feller was a member of editorial boards of two prestigeous journals: William Feller's vivid lecturing, photo by J. Feller not only taught me probability theory and mathematics, he also introduced me to IBM Research where I worked both during my graduate studies in the summer time and for several years after receiving my degree.
Herman Goldstine a collaborator of J. During my first year of studies when I asked him about math in industry he arranged that I get a summer position at IBM Research which led to my connections with them. Ulf Grenander in his interview for Statistical Science described Feller's character as follows:. He was a very colorful person. I remember that he once explained at a party how World War I really started.
His view was quite different from the conventional one. Feller was very entertaining. He was a great storyteller and he told stories about practically anything imaginable. From an introductory article written by the editorial board of [ Annals of Math. Statistics ] on the occasion of death of William Feller in , we cite the following:.
His expository lectures and articles have done a great deal to spread the knowledge and recognition of probability throughout the world. His books catch the flavor of his mathematics, though only his presence could convey the full enthusiasm of his lectures. Together with Weber's Algebra and Artin's Geometric Algebra this is the finest text book in mathematics in this century. It is a delight to read and it will be immensly useful to scientists in all fields. In the same issue of the [ Annals of Math.
Statistics ] we can find the following dedication on the separate page:. By action of the Council of the Institute of Mathematical Statistics, the volume of the Annals of Mathematical Statistics is dedicated to the memory of. William Feller, probably in s, when he worked on establishing Math. California, Berkeley, Calif. Probability theory]. William Feller, one of the most original, accomplished, and colorful mathematicians of our times, died after a long illness on 14 January, The entire mathematical community mourns his death but at this symposium his loss will be felt more deeply, for all of us here have been influenced both by his work and by his person.
Volume I, or to be precise, An Introduction to Probability and its Applications, Volume I, is a book with few peers in scientific literature. It is a treatise and a textbook, a masterpiece of exposition and a credo of methodology of sweeping panorama of a subject and a collection of examplary jewels. No wonder it has appealed to an audience so wide as to border on the incredible, Feller was a man of enormous vitality. Not even in the last stages of his illness was his zest for life visibly lessened.
Outside of mathematics and science Feller was especially interested in ancient history - and in this fascinating field his knowledge and competence bordered on the professional. Are life scientsts overawed by statistics? Many thanks to Mr. William Feller in , and Joseph Doob behind him. Photo by Paul Halmos. Joseph Doob , a renowned American mathematician, wrote about Feller the following, see his article [ William Feller and twentieth century probability ]:. No other book even remotely resembles it in its combination of the purest mathematics together with a dazzling virtuosity of techniques and applications, all written in a style which displays the enthusiasm of the author.
This style has made the book unexpectedly popular with nonspecialists, just as its elegance and breadth, not to mention its originality, has made it an inspiration for specialists.
Those who knew him personally remember Feller best for his gusto, the pleasure with which he met life, and the excitement with which he drew on his endless fund of anecdotes about life and its absurdities, particularly the absurdities involving mathematics and mathematicians.
To listen to his lecture was a unique experience, for no one else could lecture with such intense excitement. No one could generate in himself as well as in his auditors so much intense excitement. In losing him, the world of mathematics has lost one of its strongest personalities as well as one of its strongest researchers.
Feller made original and profound contributions to probability theory over a period from till his death over which it was transformed from a poor relation to a central branch of mathematics. Vilim Feller in ? Joe Doob said the following in his conversation with J. While writing my book [Stochastic Processes] I had an argument with Feller. He asserted that everyone said " random variable " and I asserted that everyone said "chance variable.
That is, we tossed for it and he won. My inclination has always been to look for general theories and to avoid computation. A discussion I once had with Feller in a New York subway illustrates this attitude and its limitations.
We were discussing the Markov property and I remarked that the Chapman Kolmogorov equation did not make a process Markovian. This statement satisfied me, but not Feller, who liked computation and examples as well as theory. It was characteristic of our attitudes that at first he did not believe me but then went to the trouble of constructing a simple example to prove my assertion.
Feller was the first mathematical probabilist I had ever met and meeting him at a Dartmouth meeting of the AMS around I felt like Livingston when Stanley found him in Africa. I envied the Russian probability group but Kolmogorov, who included statisticians among the probabilists, told me around that time how he envied the fact that the US had so many probabilists!
Originally I wrote in ink, applying ink eradicator as needed. Feller visited me once and told me he used pencil. We argued the issue, but the next time we met we found that each had convinced the other: Feller worked there from till , as well as Feynman.
It is due to an eminent mathematician I knew well, Willy Feller, who in wrote a probability textbook widely used at one time. Ivica Martinjak, University of Zagreb, for this information. Therefore the appearance of the second volume will be welcomed by many readers. The book is written Journal of The Franklin Institute in the same spirit and style, and with the same clarity and care as the first volume.
The book contains 19 chapters and covers a wide range of topics. The first six chapters, forming a logical supplement to volume I since it was restricted to discrete sample spaces, are devoted to various aspects of the theory of continuous probability densities and distribution functions. One of these chapters presents an introduction to the basic ideas of measure theory which provides the conceptual and mathematical foundations of probability.
Hiscussions follow on the laws of large numbers, the basic limit theorems, Markov processes and semi-group, renewal theory, random walks, and characteristic functions. Additional material covers applications to analysis, Laplace transforms and their applications, and harmonic analysis and its applications to stochastic processes and integrals. Ample illustrative examples are drawn from practica1 problems. Therefore, in spite of harder mathematics used throughout, one does not lose contact with the real world to which the theory is to be applied.
A set of problems is supplied at the end of moat chaptors, with answers to many of them. Some are simple exercises, but the majority represent additional material to the text. It develops probability theory rigorously as a mathematical discipline, and at the same time develops a feeling for the broad variety of practical applications using modern techniques for their solution.
The book should be of interest to students in mathematics as well as to those more mature and sophisticated physicists and engineers who wish to keep up-to-date in probability theory and its applications.
Butler and H. New York, Reinhold Pub. Price, IIZ. To many engineers, architects and designers corrosion phenomena and the diagnosis of Vol. As a result, practical aspects of corrosion are stressed and only enough theory is included to provide a background in the understanding of the causes of various kinds of corrosion.
Inasmuch as the corrosion problems most commonly encountered are those connected with the use of water for industrial uses, the authors have selected this subject for their monograph.
The first three chapters deal with the principles of corrosion, the nature of the corrosive environment and the forms of corrosion. Par the design or operating engineer this material is adequate.
However, more elaborate discussion of passivity and adsorption would give the reader a greater breadth of understanding of corrosion. The discussion of water and the factors affecting its corrosivity is good and sufficiently detailed to permit the reader to control the corrosivity of most aqueous environments.
Unfortunately for U. The next five chapters deal with corrosion of metals and alloys and specific kinds of attack, i. The influence of thermal gradients is frequently glossed over in other books.
The points made by the authors may well explain the anomalous behavior sometimes encountered in condensers and boilers, Corrosion prevention and control are dealt with next; to many, the chapter on inhibition and water treatment will prove the most useful. It presents a detailed description of inhibitors, their applications and limitations.
Water treatment is also discussed for boiler applications, condensate lines, and cooling systems. The chapter on protective coatings covers the subject of metal plating and inorganic coatings adequately. Paints are described categorically and the application for which they are best suited. However, there is no discussion of the physical and chemical properties of paints which make them most suilr able for a particular application. And the rapidly expanding field of organic coatings is barely mentioned and fiber glass coatings are omitted entirely.
The chapter on cathodic.