Random, Variables and Probability - Brossura

Cramer, H.

Brossura

ISBN 10: 0521604869 ISBN 13: 9780521604864

Casa editrice: Cambridge University Press, 2008

Riassunto

This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published, it was one of the earliest works in the field built on the axiomatic foundations introduced by A. Kolmogoroff in his book Grundbegriffe der Wahrscheinlichkeitsrechnung, thus treating the subject as a branch of the theory of completely additive set functions. The author restricts himself to a consideration of probability distributions in spaces of a finite number of dimensions, and to problems connected with the Central Limit Theorem and some of its generalizations and modifications. In this edition the chapter on Liapounoff's theorem has been partly rewritten, and now includes a proof of the important inequality due to Berry and Esseen. The terminology has been modernized, and several minor changes have been made.

Su questo libro

Descrizione del libro

This tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published it was one of the earliest works in the field and treated the subject as a branch of the theory of completely additive set functions. In this edition the terminology has been modernized and several minor changes have been made.

Contenuti

Preface to the first edition; Preface to the second edition; Preface to the third edition; Abbreviations; Part I. Principles: 1. Introductory remarks; 2. Axioms and preliminary theorems; Part II. Distributions in R1: 3. General properties; 4. Characteristic functions; 5. Addition of independent variables; 6. The normal distribution and the central limit theorem; 7. Error estimation; 8. A class of stochastic processes; Part III. Distributions in R2: 9. General properties; 10. The normal distribution and the central limit theorem; Bibliography.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2008
• ISBN 10: 0521604869
• ISBN 13: 9780521604864
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 132