Measure Theory and Probability Theory

• Κύριοι συγγραφείς: Athreya, Krishna B. (Συγγραφέας), Lahiri, Soumendra N. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2006.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Mathematics.; Computers.; Mathematical analysis.; Analysis (Mathematics).; Measure theory.; Operations research.; Management science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Theory of Computation.; Analysis.; Measure and Integration.; Statistical Theory and Methods.; Operations Research, Management Science.

This is a graduate level textbook on measure theory and probability theory. 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. It is intended prima...

Πίνακας περιεχομένων:

• 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.