Cargando…

A first look at rigorous probability theory /

Detalles Bibliográficos
Autor principal: Rosenthal, Jeffrey S. (Jeffrey Seth)
Formato: Libro
Lenguaje:English
Publicado: Singapore ; Hackensack, N.J. : World Scientific, c2006.
Edición:2nd ed.
Materias:
Tabla de Contenidos:
  • The need for measure theory
  • Probability triples
  • Further probabilistic foundations
  • Expected values
  • Inequalities and convergence
  • Distributions of random variables
  • Stochastic processes and gambling games
  • Discrete Markov chains
  • More probability theorems
  • Weak convergence
  • Characteristic functions
  • Decomposition of probability laws
  • Conditional probability and expectation
  • Martingales
  • General stochastic processes
  • Mathematical background.