Set indexed martingales:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton [u.a.]
Chapman & Hall
2000
|
| Schriftenreihe: | Monographs on statistics and applied probability
85 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 212 S. graph. Darst. |
| ISBN: | 1584880821 |
Internformat
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| 100 | 1 | |a Ivanoff, B. Gail |e Verfasser |4 aut | |
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| 300 | |a 212 S. |b graph. Darst. | ||
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Datensatz im Suchindex
| _version_ | 1804127663094235136 |
|---|---|
| adam_text | IMAGE 1
SET-INDEXED
MARTINGALES
GAIL IVANOFF PROFESSOR OF MATHEMATICS AND STATISTICS UNIVERSITY OF
OTTAWA ONTARIO, CANADA ELY MERZBACH PROFESSOR OF MATHEMATICS AND
COMPUTER SCIENCE BAR-ILAN UNIVERSITY RAMAT GAN, ISRAEL CHAPMAN &
HALL/CRC
BOCA RATON LONDON NEW YORK WASHINGTON, D.C.
IMAGE 2
CONTENTS
INTRODUCTION 1
I GENERAL THEORY 7
1 GENER ALITIES 9
1.1 FRAMEWORK AND ASSUMPTIONS 9
1.2 EXAMPLES 15
1.3 THE HAUSDORFF METRIE 19
1.4 THE PROBABILITY STRUCTURE 22
1.5 STOPPING SETS 28
2 PREDICTABILITY 35
2.1 A CHARACTERIZATION BY STOCHASTIC INTERVALS 35
2.2 ANNOUNCABILITY 40
2.3 PROGRESSIVITY 43
2.4 LEFT-CONTINUOUS PROCESSES 47
3 MARTINGALES 53
3.1 DEFINITIONS 54
3.2 CLASSICAL PROPERTIES 57
3.3 STOPPING THEOREMS 61
3.4 EXAMPLES 66
4 DECOMPOSITIONS AND QUADRATIC VARIATION 73
4.1 DEFINITIONS 73
4.2 ADMISSIBLE FUNCTIONS AND MEASURES 74
4.3 COMPENSATOR AND QUADRATIC VARIATION 81
4.4 DISCRETE APPROXIMATIONS 86
4.5 POINT PROCESSES AND COMPENSATORS 91
5 MARTINGALE CHARACTERIZATIONS 97
IMAGE 3
5.1 FLOWS 98
5.2 BROWNIAN MOTION 106
5.3 THE POISSON PROCESS 107
6 GENERALIZATIONS OF MARTINGALES 113
6.1 LOCAL MARTINGALES 114
6.2 DOOB-MEYER DECOMPOSITIONS 116
6.3 QUASIMARTINGALES 119
II WEAK CONVERGENCE 131
7 WEAK CONVERGENCE OF SET-INDEXED PROCESSES 133
7.1 THE FUNCTION SPACE V(A) 134
7.2 WEAK CONVERGENCE ON V{A) 144
7.3 SEMI-FUNCTIONAL CONVERGENCE 147
8 LIMIT THEOREMS FOR POINT PROCESSES 151
8.1 STRICTLY SIMPLE POINT PROCESSES 152
8.2 POISSON LIMIT THEOREM 160
8.3 EMPIRICAL PROCESSES 169
9 MARTINGALE CENTRAL LIMIT THEOREMS 175
9.1 CENTRAL LIMIT THEOREMS 175
9.2 THE WEIGHTED EMPIRICAL PROCESS 181
REFERENCES 187
INDEX 207
|
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| building | Verbundindex |
| bvnumber | BV012967996 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.5 |
| callnumber-search | QA274.5 |
| callnumber-sort | QA 3274.5 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)42080378 (DE-599)BVBBV012967996 |
| dewey-full | 519.2/87 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/87 |
| dewey-search | 519.2/87 |
| dewey-sort | 3519.2 287 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV012967996 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:36:55Z |
| institution | BVB |
| isbn | 1584880821 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008833493 |
| oclc_num | 42080378 |
| open_access_boolean | |
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| owner_facet | DE-739 DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-824 |
| physical | 212 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Chapman & Hall |
| record_format | marc |
| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability |
| spelling | Ivanoff, B. Gail Verfasser aut Set indexed martingales Gail Ivanoff ; Ely Merzbach Set-indexed martingales Boca Raton [u.a.] Chapman & Hall 2000 212 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 85 Martingalen gtt Waarschijnlijkheidstheorie gtt Martingales (Mathematics) Martingal (DE-588)4126466-6 gnd rswk-swf Martingal (DE-588)4126466-6 s DE-604 Mertsbakh, ʿEli Verfasser (DE-588)124501125 aut Monographs on statistics and applied probability 85 (DE-604)BV002494005 85 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008833493&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ivanoff, B. Gail Mertsbakh, ʿEli Set indexed martingales Monographs on statistics and applied probability Martingalen gtt Waarschijnlijkheidstheorie gtt Martingales (Mathematics) Martingal (DE-588)4126466-6 gnd |
| subject_GND | (DE-588)4126466-6 |
| title | Set indexed martingales |
| title_alt | Set-indexed martingales |
| title_auth | Set indexed martingales |
| title_exact_search | Set indexed martingales |
| title_full | Set indexed martingales Gail Ivanoff ; Ely Merzbach |
| title_fullStr | Set indexed martingales Gail Ivanoff ; Ely Merzbach |
| title_full_unstemmed | Set indexed martingales Gail Ivanoff ; Ely Merzbach |
| title_short | Set indexed martingales |
| title_sort | set indexed martingales |
| topic | Martingalen gtt Waarschijnlijkheidstheorie gtt Martingales (Mathematics) Martingal (DE-588)4126466-6 gnd |
| topic_facet | Martingalen Waarschijnlijkheidstheorie Martingales (Mathematics) Martingal |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008833493&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV002494005 |
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