Conditional Measures and Applications (Pure & Applied Mathematics, 271, Band 271) - Hardcover

Rao, M. M.

 
9781574445930: Conditional Measures and Applications (Pure & Applied Mathematics, 271, Band 271)
Hardcover
ISBN 10: 1574445936 ISBN 13: 9781574445930
Verlag: Chapman and Hall/CRC, 2005

Inhaltsangabe

In response to unanswered difficulties in the generalized case of conditional expectation and to treat the topic in a well-deservedly thorough manner, M.M. Rao gave us the highly successful first edition of Conditional Measures and Applications. Until this groundbreaking work, conditional probability was relegated to scattered journal articles and mere chapters in larger works on probability. This second edition continues to offer a thorough treatment of conditioning while adding substantial new information on developments and applications that have emerged over the past decade.

Conditional Measures and Applications, Second Edition clearly elucidates the subject, from fundamental principles to abstract analysis. The author illustrates the computational difficulties in evaluating conditional probabilities in nondiscrete cases with numerous examples, demonstrates applications to Markov processes, martingales, potential theory, and Reynolds operators as well as sufficiency in statistics, and clarifies ideas in modern noncommutative probability structures through conditioning in general structures, including parts of operator algebras and "free" random variables. He also discusses existence and construction problems from the Bishop-Brouwer constructive analysis point of view.

With open problems in every chapter and links to other areas of mathematics, this invaluable second edition offers complete coverage of conditional probability and expectation and their structural analysis, from simple to advanced abstract levels, for both novices and seasoned mathematicians.

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Über die Autorin bzw. den Autor

M.M. Rao

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Verlag
Chapman and Hall/CRC
Erscheinungsdatum
2005
Sprache
Englisch
ISBN 10 
1574445936
ISBN 13 
9781574445930
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
483
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
Niedersachsen
49078
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780824788841: Conditional Measures and Applications (Pure & Applied Mathematics)

Vorgestellte Ausgabe

ISBN 10:  0824788842 ISBN 13:  9780824788841
Verlag: CRC Press Inc, 1993
Hardcover