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Stochastic Processes.

DOOB, J. L. [Joseph Leo] (1910-2004):

Verlag: New York: John Wiley & Sons/ London: Chapman & Hall, 1953., 1953
Gebraucht Zustand: Near Fine Hardcover
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First Edition. vii, 654 pp. Original cloth. Very Good+, in very good dust jacket (price-clipped, small chip at head of spine and on rear joint). Wiley Publications in Statistics: Mathematical Statistics. 'Doob's work was in probability and measure theory, in particular he studied the relations between probability and potential theory. . . . Doob built on work by Paul Lévy and, during the 1940's and 1950's, he developed basic martingale theory and many of its applications. Doob's work has become one of the most powerful tools available to study stochastic processes. In 1953 he published a book which gives a comprehensive treatment of stochastic processes, including much of his own development of martingale theory. This book Stochastic Processes has become a classic and was reissued in 1990. In fact he undertook the work of writing the book because he had become intellectually bored while undertaking war work in Washington and so was enthusiastic when, in 1945, [Wiley Series in Statistics Edtior Walter A.] Shewhart invited him to publish a volume in the Wiley Series in Statistics. . . . David Kendall reviewing Stochastic Processes writes: 'Very few readers will work steadily through the whole of this difficult book, but it cannot fail to exercise a decisive influence on the development of its subject' ' (MacTutor History of Mathematics Web site). For more on this book, see J. LAURIE SNELL, 'A CONVERSATION WITH JOE DOOB', on the Dartmouth Web site; it is the basis for an article in Statistical Science Vol. 12, No. 4, November 1997. 'The theory of stochastic processes has developed so much in the last twenty years that the need for a systematic account of the subject has been felt, particularly by students and instructors of probability. This book fills that need. While even elementary definitions and theorems are stated in detail, this is not recommended as a first text in probability and there has been no compromise with the mathematics of probability. Since readers complained that omission of certain mathematical detail increased the obscurity of the subject, the text contains various mathematical points that might otherwise seem extraneous. A supplement includes a treatment of the various aspects of measure theory. A chapter on the specialized problem of prediction theory has also been included and references to the literature and historical remarks have been collected in the Appendix' (Wiley Web site). ISBN for 1990 paperback reissue: 0471523690. [a.c. w/o]. Buchnummer des Verkäufers 16684

Bibliografische Details

Titel: Stochastic Processes.

Verlag: New York: John Wiley & Sons/ London: Chapman & Hall, 1953.

Erscheinungsdatum: 1953

Einband: Hardcover

Zustand: Near Fine

Zustand des Schutzumschlags: Very Good

Auflage: 1st Edition


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