A first look at rigorous probability theory

書誌事項

A first look at rigorous probability theory

Jeffrey S. Rosenthal

World Scientific, c2006

2nd ed

  • : [hd.]
  • : pbk

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注記

Includes bibliographical references (p. 209-211) and index

収録内容

  • 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

詳細情報

  • NII書誌ID(NCID)
    BA7979040X
  • ISBN
    • 9789812703705
    • 9789812703712
  • LCCN
    2007280482
  • 出版国コード
    si
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Singapore ; New Jersey
  • ページ数/冊数
    xvi, 219 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
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