User''s Guide to Measure Theoretic Probability

Klappentext This 2002 book is a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean. Zusammenfassung This 2002 book is a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand what they mean. Inhaltsverzeichnis 1. Motivation; 2. A modicum of measure theory; 3. Densities and derivatives; 4. Product spaces and independence; 5. Conditioning; 6. Martingale et al; 7. Convergence in distribution; 8. Fourier transforms; 9. Brownian motion; 10. Representations and couplings; 11. Exponential tails and the law of the iterated logarithm; 12. Multivariate normal distributions; Appendix A. Measures and integrals; Appendix B. Hilbert spaces; Appendix C. Convexity; Appendix D. Binomial and normal distributions; Appendix E. Martingales in continuous time; Appendix F. Generalized sequences.

Product details

• Authors: David Pollard
• Assisted by: R. Gill (Editor), B. D. Ripley (Editor)
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 17.12.2001
• EAN: 9780521802420
• ISBN: 978-0-521-80242-0
• No. of pages: 366
• Series: Cambridge Series in Statistica; Cambridge Statistical and Prob
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics