Foundations of Stochastic Analysis - Brossura
Libro 26 di 30: Probability and Mathematical Statistics
Sinossi
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.
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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Contenuti
Preface I. Introduction and Generalities II.Conditional Expectations and Generalities III. Projective and Direct Limits IV. Martingales and Likelihood Ratios V. Abstract Martingales and Applications Bibliography Index
Product Description
Book by M M Rao
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Foundations of Stochastic Analysis (Dover Books on Mathematics)
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Dover Publications (edition Reprint), 2011
ISBN 10: 0486481220
ISBN 13: 9780486481227
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Foundations of Stochastic Analysis
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ISBN 13: 9780486481227
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Foundations of Stochastic Analysis
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Soft cover. Condizione: New. New; pristine. See scans and description. Mineola, NY: Dover Publications, Inc., 2011. 'Foundations of Stochastic Analysis', by M.M. Rao. Original Rao copyright was in1981; original publication was by Academic Press, Inc. in 1981. Octavo, glossy illustrated perfect-bound wraps, 317 pp. (xi + 295 +11 pp Dover catalog). New; flawless. See scans. L90. Codice articolo 62672
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