Hostname: page-component-cd9895bd7-dk4vv Total loading time: 0 Render date: 2024-12-28T11:49:59.976Z Has data issue: false hasContentIssue false
  • English
  • Français

Probability unfolding, 1965‒2015

Part of: History of mathematics and mathematicians

Published online by Cambridge University Press:  25 July 2016

N. H. Bingham
N. H. Bingham*
Affiliation:
Imperial College London
*
Department of Mathematics, Imperial College London, London SW7 2AZ, UK. Email address: [email protected]
Get access Rights & Permissions [Opens in a new window]

Abstract

We give a personal (and we hope, not too idiosyncratic) view of how our subject of probability theory has developed during the last half-century, and the author in tandem with it.

Keywords

Probabilityhistory of mathematicsautobiography

MSC classification

Primary: 01A60: 20th century
Secondary: 01A70: Biographies, obituaries, personalia, bibliographies
Type
Research Article
Information
Advances in Applied Probability , Volume 48 , Issue A: Probability, Analysis and Number Theory , July 2016 , pp. 1 - 13
Copyright
Copyright © Applied Probability Trust 2016 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Bertoin, J. (1996).Lévy Processes (Camb. Tracts Math. 121).Cambridge University Press.Google Scholar
Billingsley, P. (1968).Convergence of Probability Measures.John Wiley,New York.Google Scholar
Bloom, W. R. and Heyer, H. (1995).Harmonic Analysis of Probability Measures on Hypergroups.Walter de Gruyter,Berlin.CrossRefGoogle Scholar
Cramér, H. (1976).Half a century with probability theory: some personal recollections.Ann. Prob. 4,509–546.CrossRefGoogle Scholar
Dellacherie, C. (1972a).Capacités et processus stochastiques (Ergeb. Math. Grenzgeb. (3) 67).Springer,Berlin.CrossRefGoogle Scholar
Dellacherie, C. (1972b).Ensembles analytiques, capacités, mesures de Hausdorff (Lecture Notes Math. 295).Springer,Berlin.CrossRefGoogle Scholar
Diaconis, P. (1988).Group Representations in Probability and Statistics (Lecture Notes Monogr. Ser. 11).Institute of Mathematical Statistics,Hayward, CA.CrossRefGoogle Scholar
Diaconis, P. (2002).G. H. Hardy and probability???.Bull. London Math. Soc. 34,385–402.Google Scholar
Doob, J. L. (1994).The development of rigor in mathematical probability (1900--1950).Amer. Math. Monthly 103,586–595. Reprinted in Development of Mathematics 1900--1950, ed. J.-P. Pier,Birkhäuser,Basel,1994, pp. 157–170.Google Scholar
Durrett, R. (1984).Brownian Motion and Martingales in Analysis.Wadsworth,Belmont, CA.Google Scholar
Embrechts, P.,Klüppelberg, C. and Mikosch, T. (1997).Modelling Extremal Events for Insurance and Finance.Springer,Berlin.Google Scholar
Gani, J. (ed.) (1982).The Making of Statisticians.Springer,New York.Google Scholar
Gani, J. (ed.) (1986).The Craft of Probabilistic Modelling: A Collection of Personal Accounts.Springer,New York.Google Scholar
Grimmett, G. R. (1999).Percolation (Grundlehren Math. Wiss. 321),2nd edn.Springer,Berlin (1st edn. 1989).Google Scholar
Hösel, V. and Lasser, R. (2003).Prediction of weakly stationary sequences on polynomial hypergroups.Ann. Prob. 31,93–114.Google Scholar
Kac, M. (1959).Probability and Related Topics in Physical Sciences.Interscience Publishers,London.Google Scholar
Kac, M. (1979).Probability, Number Theory and Statistical Physics: Selected Papers, eds B. Baclawski and M. D. Donsker.MIT Press,Cambridge, MA.Google Scholar
Kac, M. (1985).Enigmas of Chance.University of California Press,Berkeley, CA.Google Scholar
Kelly, F. P. (ed.) (1994).Probability, Statistics and Optimization: A Tribute to Peter Whittle.John Wiley,New York.Google Scholar
Kilmister, C. W. (1986).The teaching of mathematics in the University of London.Bull. London Math. Soc. 18,321–337.Google Scholar
Kingman, J. F. C. (1963).Random walks with spherical symmetry.Acta Math. 109,11–53.Google Scholar
Kingman, J. F. C. (2010).A fragment of autobiography, 1957--1967. In Probability and Mathematical Genetics: Papers in Honour of Sir John Kingman (London Math. Soc. Lecture Note Ser. 378), eds N. H. Bingham and C. M. Goldie,Cambridge University Press, pp. 17–34.CrossRefGoogle Scholar
Korevaar, J. (2004).Tauberian Theorems: A Century of Developments (Grundlehren Math. Wiss. 329).Springer,Berlin.CrossRefGoogle Scholar
Kunita, H. and Watanabe, S. (1967).On square integrable martingales.Nagoya Math. J. 30,209–245.Google Scholar
Kyprianou, A. E. (2013).Gerber--Shiu Risk Theory.Springer,Cham, Switzerland.CrossRefGoogle Scholar
Kyprianou, A. E. (2014).Fluctuations of Lévy Processes with Applications: Introductory Lectures,2nd edn.Springer,Berlin (1st edn. 2006).Google Scholar
Meyer, P.-A. (1976).Un cours sur les intégrales stochastiques. In Séminaire de Probabilités X (Lecture Notes in Math. 511), ed. P.-A. Meyer,Springer,Berlin, pp. 245–400.Google Scholar
Meyer, P.-A. (2000).Les processus stochastiques de 1950 à nos jours. In Developent of Mathematics 1950--2000, ed. J.-P. Pier,Birkhäuser,Basel, pp. 813–848.Google Scholar
Oxtoby, J. C. (1980).Measure and Category: A Survey of the Analogies between Topological and Measure Spaces,2nd edn.Springer,New York (1st edn. 1971).Google Scholar
Pier, J.-P. (ed.) (1994).Development of Mathematics 1900--1950.Birkhäuser,Basel.Google Scholar
Pier, J.-P. (ed.) (2000).Development of Mathematics 1950--2000.Birkhäuser,Basel.Google Scholar
Resnick, S. I. (1987).Extreme Values, Regular Variation and Point Processes.Springer,New York.Google Scholar
Shafer, G. and Vovk, V. (2006).The sources of Kolmogorov's Grundbegriffe .Statist. Sci. 21,70–98.CrossRefGoogle Scholar
Williams, D. (1974).Path decomposition and continuity of local time for one-dimensional diffusions, I.Proc. London Math. Soc. 28,738–768.CrossRefGoogle Scholar
Williams, D. (ed.) (1981).Stochastic Integrals (Lecture Notes Math. 851).Springer,Berlin.CrossRefGoogle Scholar
Williams, D. (2001).Weighing the Odds: A Course in Probability and Statistics.Cambridge University Press.CrossRefGoogle Scholar