Holdings: Set indexed martingales

Set indexed martingales:

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Bibliographic Details
Main Authors:	Ivanoff, B. Gail (Author), Mertsbakh, ʿEli (Author)
Format:	Book
Language:	English
Published:	Boca Raton [u.a.] Chapman & Hall 2000
Series:	Monographs on statistics and applied probability 85
Subjects:	Martingalen Waarschijnlijkheidstheorie Martingales (Mathematics) Martingal
Online Access:	Inhaltsverzeichnis
Physical Description:	212 S. graph. Darst.
ISBN:	1584880821

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MARC


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Record in the Search Index

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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
any_adam_object	1
author	Ivanoff, B. Gail Mertsbakh, ʿEli
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discipline	Mathematik
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isbn	1584880821
language	English
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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
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volume_link	(DE-604)BV002494005
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