,

Measure Theory and Probability Theory

Gebonden Engels 2006 2006e druk 9780387329031
€ 156,99
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Samenvatting

This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuristic explanations behind the theory to help students see the big picture. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. Prerequisites are kept to the minimal level and the book is intended primarily for first year Ph.D. students in mathematics and statistics.

Specificaties

ISBN13:9780387329031
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:619
Uitgever:Springer New York
Druk:2006

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Measures and Integration: An Informal Introduction.- Measures.- Integration.- Lp-Spaces.- Differentiation.- Product Measures, Convolutions, and Transforms.- Probability Spaces.- Independence.- Laws of Large Numbers.- Convergence in Distribution.- Characteristic Functions.- Central Limit Theorems.- Conditional Expectation and Conditional Probability.- Discrete Parameter Martingales.- Markov Chains and MCMC.- Stochastic Processes.- Limit Theorems for Dependent Processes.- The Bootstrap.- Branching Processes.

Managementboek Top 100

€ 156,99
Levertijd ongeveer 9 werkdagen
Gratis verzonden

Rubrieken

    Personen

      Trefwoorden

        Measure Theory and Probability Theory