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Probability Theory

In: Mathematics Unlimited — 2001 and Beyond

Author

Listed:
  • Rick Durrett

Abstract

Subjects in mathematics have different shapes. Some are deep, in the sense that one must dig through a lot of known results before one can make a new contribution. Probability on the other hand is broad, since it reaches out to applications in physics, biology, computer science, operations research, mathematical finance, and a number of other fields. My goal in this paper is to describe some recent interactions between probability and applications, concentrating on lines of research that will also be important in the next decade. This broad survey will of necessity be somewhat sketchy. As in a one week tour of Europe, there will only be time to make a brief visit to some of the most important landmarks. However, we hope that our quick tour will inspire the reader to come back and examine some of the topics in more detail. For this purpose we have included in the references many of the most important papers of the last decade in this direction. This list is obviously biased toward the inclusion of authors whose Durrett number is small, however, we hope that the reader will find it a useful starting point to learn about many interesting recent developments.

Suggested Citation

  • Rick Durrett, 2001. "Probability Theory," Springer Books, in: Björn Engquist & Wilfried Schmid (ed.), Mathematics Unlimited — 2001 and Beyond, pages 393-405, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-56478-9_18
    DOI: 10.1007/978-3-642-56478-9_18
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