Foundations of Stochastic Analysis (Dover Books on Mathematics) - Softcover

Rao, M M

 
9780486481227: Foundations of Stochastic Analysis (Dover Books on Mathematics)
Softcover
ISBN 10: 0486481220 ISBN 13: 9780486481227
Verlag: Dover Publications Inc., 2011

Inhaltsangabe

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.

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Reseña del editor

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.

Reseña del editor

This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods. No prior knowledge of probability is assumed. Numerous problems, most with hints. 1981 edition.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Dover Publications Inc.
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
0486481220
ISBN 13 
9780486481227
Einband
Tapa blanda
Anzahl der Seiten
295
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Soc. Agr. La Raia Ss
http://www.la-raia.it

Strada Monterotondo, 79
Novi Ligure
15067
Italien

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