Stopping Times and Directed Processes

Klappentext A unified treatment of the theory of 'stopping times' for probability theorists and statisticians. Zusammenfassung The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set! stochastic processes indexed by directed sets and many applications in probability! analysis and ergodic theory. Inhaltsverzeichnis Introduction; 1. Stopping times; 2. Infinite measure and Orlicz spaces; 3. Inequalities; 4. Directed index set; 5. Banach-valued random variables; 6. Martingales; 7. Derivation; 8. Pointwise ergodic theorems; 9. Multiparameter processes; References; Index.

Produktdetails

• Autoren: G. a. Edgar, G. A. (Professor Emeritus Edgar, G. A. Sucheston Edgar, G.a. Sucheston Edgar, Gerald A. Edgar, Louis Sucheston
• Verlag: Cambridge University Press ELT
• Sprache: Englisch
• Produktform: Fester Einband
• Erschienen: 28.08.1992
• EAN: 9780521350235
• ISBN: 978-0-521-35023-5
• Seiten: 444
• Serie: Landmarks of World Literature
• Thema: Naturwissenschaften, Medizin, Informatik, Technik > Mathematik > Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik