Probability theory: independence, interchangeability, martingales
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
1997
|
| Ausgabe: | 3. ed. |
| Schriftenreihe: | Springer texts in statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | XXII, 488 S. |
| ISBN: | 0387982280 3540966951 |
Internformat
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| 100 | 1 | |a Chow, Yuan Shih |d 1924- |e Verfasser |0 (DE-588)1031598707 |4 aut | |
| 245 | 1 | 0 | |a Probability theory |b independence, interchangeability, martingales |c Yuan Shih Chow ; Henry Teicher |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a New York [u.a.] |b Springer |c 1997 | |
| 300 | |a XXII, 488 S. | ||
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| 650 | 4 | |a Martingales (Mathematics) | |
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Datensatz im Suchindex
| _version_ | 1804126133803810816 |
|---|---|
| adam_text | YUAN SHIH CHOW HENRY TEICHER PROBABILITY THEORY INDEPENDENCE,
INTERCHANGEABILITY, MARTINGALES THIRD EDITION SPRINGER CONTENTS PREFACE
TO THE THIRD EDITION VII PREFACE TO THE SECOND EDITION IX PREFACE TO THE
FIRST EDITION XI LIST OF ABBREVIATIONS XIX LIST OF SYMBOLS AND
CONVENTIONS XXI 1 CLASSES OF SETS, MEASURES, AND PROBABILITY SPACES 1 1
. 1 SETS AND SET OPERATIONS 1 1.2 SPACES AND INDICATORS 4 1.3
SIGMA-ALGEBRAS, MEASURABLE SPACES, AND PRODUCT SPACES 6 1.4 MEASURABLE
TRANSFORMATIONS 12 1.5 ADDITIVE SET FUNCTIONS, MEASURES, AND PROBABILITY
SPACES 18 1.6 INDUCED MEASURES AND DISTRIBUTION FUNCTIONS 25 2 BINOMIAL
RANDOM VARIABLES 30 2.1 POISSON THEOREM, INTERCHANGEABLE EVENTS, AND
THEIR LIMITING PROBABILITIES 30 2.2 BERNOULLI, BOREL THEOREMS 39 2.3
CENTRAL LIMIT THEOREM FOR BINOMIAL RANDOM VARIABLES, LARGE DEVIATIONS 45
3 INDEPENDENCE 54 3.1 INDEPENDENCE, RANDOM ALLOCATION OF BALLS INTO
CELLS 54 3.2 BOREL-CANTELLI THEOREM, CHARACTERIZATION OF INDEPENDENCE,
KOLMOGOROV ZERO-ONE LAW 61 XV XVI CONTENTS 3.3 CONVERGENCE IN
PROBABILITY, ALMOST CERTAIN CONVERGENCE, AND THEIR EQUIVALENCE FOR SUMS
OF INDEPENDENT RANDOM VARIABLES 66 3.4 BERNOULLI TRIALS 75 4 INTEGRATION
IN A PROBABILITY SPACE 84 4.1 DEFINITION, PROPERTIES OF THE INTEGRAL,
MONOTONE CONVERGENCE THEOREM 84 4.2 INDEFINITE INTEGRALS, UNIFORM
INTEGRABILITY, MEAN CONVERGENCE 92 4.3 JENSEN, HOLDER, SCHWARZ
INEQUALITIES 103 5 SUMS OF INDEPENDENT RANDOM VARIABLES 113 5.1 THREE
SERIES THEOREM 113 5.2 LAWS OF LARGE NUMBERS 124 5.3 STOPPING TIMES,
COPIES OF STOPPING TIMES, WALD S EQUATION 138 5.4 CHUNG-FUCHS THEOREM,
ELEMENTARY RENEWAL THEOREM, OPTIMAL STOPPING 150 6 MEASURE EXTENSIONS,
LEBESGUE-STIELTJES MEASURE, KOLMOGOROV CONSISTENCY THEOREM 165 6.1
MEASURE EXTENSIONS, LEBESGUE-STIELTJES MEASURE 165 6.2 INTEGRATION IN A
MEASURE SPACE 171 6.3 PRODUCT MEASURE, FUBINI S THEOREM, N-DIMENSIONAL
LEBESGUE-STIELTJES MEASURE 184 6.4 INFINITE-DIMENSIONAL PRODUCT MEASURE
SPACE, KOLMOGOROV CONSISTENCY THEOREM 191 6.5 ABSOLUTE CONTINUITY OF
MEASURES, DISTRIBUTION FUNCTIONS; RADON-NIKODYM THEOREM 202 7
CONDITIONAL EXPECTATION, CONDITIONAL INDEPENDENCE, INTRODUCTION TO
MARTINGALES 210 7.1 CONDITIONAL EXPECTATIONS 210 7.2 CONDITIONAL
PROBABILITIES, CONDITIONAL PROBABILITY MEASURES 222 7.3 CONDITIONAL
INDEPENDENCE, INTERCHANGEABLE RANDOM VARIABLES 229 7.4 INTRODUCTION TO
MARTINGALQS 239 7.5 U-STATISTICS 259 8 DISTRIBUTION FUNCTIONS AND
CHARACTERISTIC FUNCTIONS 270 8.1 CONVERGENCE OF DISTRIBUTION FUNCTIONS,
UNIFORM INTEGRABILITY, HELLY-BRAY THEOREM 270 CONTENTS 8.2 WEAK
COMPACTNESS, FRECHET-SHOHAT, GLIVENKO- CANTELLI THEOREMS 281 8.3
CHARACTERISTIC FUNCTIONS, INVERSION FORMULA, LEVY CONTINUITY THEOREM 286
8.4 THE NATURE OF CHARACTERISTIC FUNCTIONS, ANALYTIC CHARACTERISTIC
FUNCTIONS, CRAMER-LEVY THEOREM 294 8.5 REMARKS ON /C-DIMENSIONAL
DISTRIBUTION FUNCTIONS AND CHARACTERISTIC FUNCTIONS 308 9 CENTRAL LIMIT
THEOREMS 313 9.1 INDEPENDENT COMPONENTS 313 9.2 INTERCHANGEABLE
COMPONENTS 328 9.3 THE MARTINGALE CASE 336 9.4 MISCELLANEOUS CENTRAL
LIMIT THEOREMS 340 9.5 CENTRAL LIMIT THEOREMS FOR DOUBLE ARRAYS 345 10
LIMIT THEOREMS FOR INDEPENDENT RANDOM VARIABLES 354 10.1 LAWS OF LARGE
NUMBERS 354 10.2 LAW OF THE ITERATED LOGARITHM 368 10.3
MARCINKIEWICZ-ZYGMUND INEQUALITY, DOMINATED ERGODIC THEOREMS 384 10.4
MAXIMA OF RANDOM WALKS 392 11 MARTINGALES 404 11.1 UPCROSSING INEQUALITY
AND CONVERGENCE 404 11.2 MARTINGALE EXTENSION OF MARCINKIEWICZ- ZYGMUND
INEQUALITIES 412 11.3 CONVEX FUNCTION INEQUALITIES FOR MARTINGALES 421
11.4 STOCHASTIC INEQUALITIES 432 12 INFINITELY DIVISIBLE, LAWS 444 12.1
INFINITELY DIVISIBLE CHARACTERISTIC FUNCTIONS 445 12.2 INFINITELY
DIVISIBLE LAWS AS LIMITS 454 12.3 STABLE LAWS 468 INDEX 479
|
| any_adam_object | 1 |
| author | Chow, Yuan Shih 1924- Teicher, Henry 1922- |
| author_GND | (DE-588)1031598707 (DE-588)1031598804 |
| author_facet | Chow, Yuan Shih 1924- Teicher, Henry 1922- |
| author_role | aut aut |
| author_sort | Chow, Yuan Shih 1924- |
| author_variant | y s c ys ysc h t ht |
| building | Verbundindex |
| bvnumber | BV011603977 |
| callnumber-first | Q - Science |
| callnumber-label | QA273 |
| callnumber-raw | QA273.C573 1997 |
| callnumber-search | QA273.C573 1997 |
| callnumber-sort | QA 3273 C573 41997 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 800 |
| classification_tum | MAT 600f |
| ctrlnum | (OCoLC)36543424 (DE-599)BVBBV011603977 |
| dewey-full | 519.221 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 21 519.2 |
| dewey-search | 519.2 21 519.2 |
| dewey-sort | 3519.2 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 3. ed. |
| format | Book |
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| id | DE-604.BV011603977 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:12:37Z |
| institution | BVB |
| isbn | 0387982280 3540966951 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007817225 |
| oclc_num | 36543424 |
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| physical | XXII, 488 S. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer texts in statistics |
| spelling | Chow, Yuan Shih 1924- Verfasser (DE-588)1031598707 aut Probability theory independence, interchangeability, martingales Yuan Shih Chow ; Henry Teicher 3. ed. New York [u.a.] Springer 1997 XXII, 488 S. txt rdacontent n rdamedia nc rdacarrier Springer texts in statistics Literaturangaben Martingais larpcal Martingalen gtt Probabilidade larpcal Waarschijnlijkheidstheorie gtt Probabilities Martingales (Mathematics) Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 s DE-604 Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Martingal (DE-588)4126466-6 s Teicher, Henry 1922- Verfasser (DE-588)1031598804 aut HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007817225&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chow, Yuan Shih 1924- Teicher, Henry 1922- Probability theory independence, interchangeability, martingales Martingais larpcal Martingalen gtt Probabilidade larpcal Waarschijnlijkheidstheorie gtt Probabilities Martingales (Mathematics) Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Martingal (DE-588)4126466-6 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| subject_GND | (DE-588)4079013-7 (DE-588)4126466-6 (DE-588)4064324-4 |
| title | Probability theory independence, interchangeability, martingales |
| title_auth | Probability theory independence, interchangeability, martingales |
| title_exact_search | Probability theory independence, interchangeability, martingales |
| title_full | Probability theory independence, interchangeability, martingales Yuan Shih Chow ; Henry Teicher |
| title_fullStr | Probability theory independence, interchangeability, martingales Yuan Shih Chow ; Henry Teicher |
| title_full_unstemmed | Probability theory independence, interchangeability, martingales Yuan Shih Chow ; Henry Teicher |
| title_short | Probability theory |
| title_sort | probability theory independence interchangeability martingales |
| title_sub | independence, interchangeability, martingales |
| topic | Martingais larpcal Martingalen gtt Probabilidade larpcal Waarschijnlijkheidstheorie gtt Probabilities Martingales (Mathematics) Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Martingal (DE-588)4126466-6 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| topic_facet | Martingais Martingalen Probabilidade Waarschijnlijkheidstheorie Probabilities Martingales (Mathematics) Wahrscheinlichkeitstheorie Martingal Wahrscheinlichkeitsrechnung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007817225&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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