Stopping times and directed processes:
The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, anal...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
1992
|
| Schriftenreihe: | Encyclopedia of mathematics and its applications
volume 47 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xii, 428 pages) |
| ISBN: | 9780511574740 |
| DOI: | 10.1017/CBO9780511574740 |
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| 520 | |a The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems | ||
| 650 | 4 | |a Convergence | |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Edgar, Gerald A. 1949- |
| author_facet | Edgar, Gerald A. 1949- |
| author_role | aut |
| author_sort | Edgar, Gerald A. 1949- |
| author_variant | g a e ga gae |
| building | Verbundindex |
| bvnumber | BV043941748 |
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| ctrlnum | (ZDB-20-CBO)CR9780511574740 (OCoLC)849795141 (DE-599)BVBBV043941748 |
| dewey-full | 519.2/6 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/6 |
| dewey-search | 519.2/6 |
| dewey-sort | 3519.2 16 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| id | DE-604.BV043941748 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:16Z |
| institution | BVB |
| isbn | 9780511574740 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029350718 |
| oclc_num | 849795141 |
| open_access_boolean | |
| owner | DE-12 DE-92 |
| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (xii, 428 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Encyclopedia of mathematics and its applications |
| spelling | Edgar, Gerald A. 1949- Verfasser aut Stopping times and directed processes G.A. Edgar and Louis Sucheston Stopping Times & Directed Processes Cambridge Cambridge University Press 1992 1 online resource (xii, 428 pages) txt rdacontent c rdamedia cr rdacarrier Encyclopedia of mathematics and its applications volume 47 Title from publisher's bibliographic system (viewed on 05 Oct 2015) The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems Convergence Probabilities Martingales (Mathematics) Stoppzeit (DE-588)4333994-3 gnd rswk-swf Stoppregel (DE-588)4121731-7 gnd rswk-swf Stochastische Konvergenz (DE-588)4183376-4 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Stoppzeit (DE-588)4333994-3 s Stochastische Konvergenz (DE-588)4183376-4 s 1\p DE-604 Martingal (DE-588)4126466-6 s 2\p DE-604 Stoppregel (DE-588)4121731-7 s 3\p DE-604 Sucheston, Louis Sonstige oth Erscheint auch als Druckausgabe 978-0-521-13508-5 Erscheint auch als Druckausgabe 978-0-521-35023-5 https://doi.org/10.1017/CBO9780511574740 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Edgar, Gerald A. 1949- Stopping times and directed processes Convergence Probabilities Martingales (Mathematics) Stoppzeit (DE-588)4333994-3 gnd Stoppregel (DE-588)4121731-7 gnd Stochastische Konvergenz (DE-588)4183376-4 gnd Martingal (DE-588)4126466-6 gnd |
| subject_GND | (DE-588)4333994-3 (DE-588)4121731-7 (DE-588)4183376-4 (DE-588)4126466-6 |
| title | Stopping times and directed processes |
| title_alt | Stopping Times & Directed Processes |
| title_auth | Stopping times and directed processes |
| title_exact_search | Stopping times and directed processes |
| title_full | Stopping times and directed processes G.A. Edgar and Louis Sucheston |
| title_fullStr | Stopping times and directed processes G.A. Edgar and Louis Sucheston |
| title_full_unstemmed | Stopping times and directed processes G.A. Edgar and Louis Sucheston |
| title_short | Stopping times and directed processes |
| title_sort | stopping times and directed processes |
| topic | Convergence Probabilities Martingales (Mathematics) Stoppzeit (DE-588)4333994-3 gnd Stoppregel (DE-588)4121731-7 gnd Stochastische Konvergenz (DE-588)4183376-4 gnd Martingal (DE-588)4126466-6 gnd |
| topic_facet | Convergence Probabilities Martingales (Mathematics) Stoppzeit Stoppregel Stochastische Konvergenz Martingal |
| url | https://doi.org/10.1017/CBO9780511574740 |
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