Probability Theory

Name: Probability Theory
Brand: Springer-Verlag New York Inc.
SKU: 9780387406077
Price: 63.64 EUR
Availability: InStock

Independence, Interchangeability, Martingales

Autor: Yuan S. Chow, Henry Teicher

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

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63.64 €

Comprising the major theorems of probability theory and the measure theoretical foundations of the s...

Informácie o knihe

Autor

Yuan S. Chow, Henry Teicher

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2003

Stránok

489

EAN

9780387406077

ISBN

0387406077

Enbook ID

01998982

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

724

Rozmery

158 x 234 x 28

Kompletný popis

Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familiar with measure theory using the guidelines given. §Special features include: §- A comprehensive treatment of the law of the iterated logarithm §- The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof §- Development and applications of the second moment analogue of Walds equation §- Limit theorems for martingale arrays; the central limit theorem for the interchangeable and martingale cases; moment convergence in the central limit theorem §- Complete discussion, including central limit theorem, of the random casting of r balls into n cells §- Recent martingale inequalities §- Cram r-L vy theorem and factor-closed families of distributions.§

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Probability Theory

Independence, Interchangeability, Martingales

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