Conditional measures and applications
著者
書誌事項
Conditional measures and applications
（Monographs and textbooks in pure and applied mathematics, 177）
Marcel Dekker, c1993
大学図書館所蔵 全53件
注記
Includes bibliographical references and index
Series on cover: Pure and applied mathematics : a series of monographs and textbooks
内容説明・目次
内容説明
This reference and text offers a thorough analysis of conditional expectations and probability measures, and demonstrates their important uses in real situations. Coverage includes applications to sufficiency, Markov processes, Martingales and analysis problems.;Presenting different characterizations of conditional operators and meausures to illuminate the abstract and functional analytic nature of conditioning, this volume: reviews the general concept of conditioning; supplies Kolmogorov's formulation and its properties; provides an axiomatic method for simplifying problems as an abstraction of Kolmogorov's general formulation; explicates sufficient statistics; and illustrates difficulties in the calculation of conditional expectations for continuous multivariate distributions and provides methods for correct solutions in many cases.;This work is designed as a reference for pure and applied mathematicians, probabilists, statisticians, information theorists, physicists and communication and industrial engineers; as well as a text for graduate level students in these discipines.
目次
- The concept of conditioning
- the Kolmogorov formulation and its properties
- computational problems associated with conditioning
- an axiomatic approach to conditional probability
- regularity of conditional measures
- sufficiency
- abstraction of Kolmogorov's formulation
- products of conditional measures
- applications of martingales and Markov processes
- applications to modern analysis
- conditioning in general structures
- references
- some frequently-used symbols.
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