Probability Theory Independence, Interchangeability, Martingales - novo libro

EAN (ISBN-13): 9780387406077
ISBN (ISBN-10): 0387406077
Livro de capa dura
Livro de bolso
Ano de publicação: 2003
Editor/Editora: Springer
488 Páginas
Peso: 0,766 kg
Língua: eng/Englisch

Livro na base de dados desde 2007-05-30T18:52:19+01:00 (Lisbon)
Página de detalhes modificada pela última vez em 2023-06-16T13:09:54+01:00 (Lisbon)
Número ISBN/EAN: 0387406077

Número ISBN - Ortografia alternativa:
0-387-40607-7, 978-0-387-40607-7
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: shih, yuan, yüan, chow teicher, henry, springer
Título do livro: the art probability, martingales, theory probability, springer texts

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Dados da editora

Autor: Yuan Shih Chow; Henry Teicher
Título: Springer Texts in Statistics; Probability Theory - Independence, Interchangeability, Martingales
Editora: Springer; Springer US
489 Páginas
Ano de publicação: 2003-10-17
New York; NY; US
Língua: Inglês
69,54 € (DE)
71,49 € (AT)
77,00 CHF (CH)
Available
XXII, 489 p. 1 illus.

BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Conditional probability; Maxima; Probability space; Probability theory; Random variable; Uniform integrability; measure theory; Probability Theory; Stochastik; BB

1 Classes of Sets, Measures, and Probability Spaces.- 1.1 Sets and set operations.- 1.2 Spaces and indicators.- 1.3 Sigma-algebras, measurable spaces, and product spaces.- 1.4 Measurable transformations.- 1.5 Additive set functions, measures, and probability spaces.- 1.6 Induced measures and distribution functions.- 2 Binomial Random Variables.- 2.1 Poisson theorem, interchangeable events, and their limiting probabilities.- 2.2 Bernoulli, Borel theorems.- 2.3 Central limit theorem for binomial random variables, large deviations.- 3 Independence.- 3.1 Independence, random allocation of balls into cells.- 3.2 Borel-Cantelli theorem, characterization of independence, Kolmogorov zero-one law.- 3.3 Convergence in probability, almost certain convergence, and their equivalence for sums of independent random variables.- 3.4 Bernoulli trials.- 4 Integration in a Probability Space.- 4.1 Definition, properties of the integral, monotone convergence theorem.- 4.2 Indefinite integrals, uniform integrability, mean convergence.- 4.3 Jensen, Hölder, Schwarz inequalities.- 5 Sums of Independent Random Variables.- 5.1 Three series theorem.- 5.2 Laws of large numbers.- 5.3 Stopping times, copies of stopping times, Wald’s equation.- 5.4 Chung—Fuchs theorem, elementary renewal theorem, optimal stopping.- 6 Measure Extensions, Lebesgue—Stieltjes Measure,Kolmogorov Consistency Theorem.- 6.1 Measure extensions, Lebesgue—Stieltjes measure 165 6.2 Integration in a measure space.- 6.3 Product measure, Fubini’s theorem, n-dimensional Lebesgue—Stieltjes measure.- 6.4 Infinite-dimensional product measure space, Kolmogorov consistency theorem.- 6.5 Absolute continuity of measures, distribution functions; Radon—Nikodym theorem.- 7 Conditional Expectation, Conditional Independence,Introduction to Martingales.- 7.1 Conditional expectations.- 7.2 Conditional probabilities, conditional probability measures.- 7.3 Conditional independence, interchangeable random variables.- 7.4 Introduction to martingales.- 7.5 U-statistics.- 8 Distribution Functions and Characteristic Functions.- 8.1 Convergence of distribution functions, uniform integrability, Helly—Bray theorem.- 8.2 Weak compactness, Fréchet—Shohat, GlivenkoCantelli theorems.- 8.3 Characteristic functions, inversion formula, Lévy continuity theorem.- 8.4 The nature of characteristic functions, analytic characteristic functions, Cramér—Lévy theorem.- 8.5 Remarks on k-dimensional distribution functions and characteristic functions.- 9 Central Limit Theorems.- 9.1 Independent components.- 9.2 Interchangeable components.- 9.3 The martingale case.- 9.4 Miscellaneous central limit theorems.- 9.5 Central limit theorems for double arrays.- 10 Limit Theorems for Independent Random Variables.- 10.1 Laws of large numbers.- 10.2 Law of the iterated logarithm.- 10.3 Marcinkiewicz—Zygmund inequality, dominated ergodic theorems.- 10.4 Maxima of random walks.- 11 Martingales.- 11.1 Uperossing inequality and convergence.- 11.2 Martingale extension of Marcinkiewicz-Zygmund inequalities.- 11.3 Convex function inequalities for martingales.- 11.4 Stochastic inequalities.- 12 Infinitely Divisible Laws.- 12.1 Infinitely divisible characteristic functions.- 12.2 Infinitely divisible laws as limits.- 12.3 Stable laws.
A classic book, now in its third edition, is an essential reference to researchers and graduate students in probability theory The new edition contains much new material, including U-statistic, additional theorems and examples, as well as simpler versions of some proofs