Krishna B. Athreya,
Soumendra N. Lahiri
Springer New York
2006e druk, 2006
9780387329031
Measure Theory and Probability Theory
Specificaties
Gebonden, 619 blz.
|
Engels
Springer New York |
2006e druk, 2006
ISBN13: 9780387329031
Rubricering
Onderdeel van serie
Springer Texts in Statistics
Levertijd ongeveer 8 werkdagen
Samenvatting
This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuristic explanations behind the theory to help students see the big picture. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. Prerequisites are kept to the minimal level and the book is intended primarily for first year Ph.D. students in mathematics and statistics.
Specificaties
ISBN13:9780387329031
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:619
Uitgever:Springer New York
Druk:2006
Inhoudsopgave
Measures and Integration: An Informal Introduction.- Measures.- Integration.- Lp-Spaces.- Differentiation.- Product Measures, Convolutions, and Transforms.- Probability Spaces.- Independence.- Laws of Large Numbers.- Convergence in Distribution.- Characteristic Functions.- Central Limit Theorems.- Conditional Expectation and Conditional Probability.- Discrete Parameter Martingales.- Markov Chains and MCMC.- Stochastic Processes.- Limit Theorems for Dependent Processes.- The Bootstrap.- Branching Processes.