Robert B. Ash,
Robert B. (University of Illinois, Urbana-Champaign, U.S.A.) Ash,
Catherine A. Doleans-Dade,
Catherine A. (University of Illinois, Urbana-Champaign, U.S.A.) Doleans-Dade
e.a.
Elsevier Science
e druk, 1999
9780120652020
Probability and Measure Theory
Specificaties
Gebonden, blz.
|
Engels
Elsevier Science |
e druk, 1999
ISBN13: 9780120652020
Rubricering
Levertijd ongeveer 8 werkdagen
Samenvatting
Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.
Specificaties
Inhoudsopgave
Summary of Notation<br>Fundamentals of Measure and Integration Theory<br>Further Results in Measure and Integration Theory<br>Introduction to Functional Analysis<br>Basic Concepts of Probability<br>Conditional Probability and Expectation<br>Strong Laws of Large Numbers and Martingale Theory<br>The Central Limit Theorem<br>Ergodic Theory<br>Brownian Motion and Stochastic Integrals