Conditional Measures and Applications - Rilegato

Rao, M.M.

Rilegato

ISBN 10: 0824788842 ISBN 13: 9780824788841

Casa editrice: CRC Press, 1993

Riassunto

This reference and text offers a thorough analysis of conditional expectations and probability measures, and demonstrates their important uses in real situations. Coverage includes applications to sufficiency, Markov processes, Martingales and analysis problems.;Presenting different characterizations of conditional operators and meausures to illuminate the abstract and functional analytic nature of conditioning, this volume: reviews the general concept of conditioning; supplies Kolmogorov's formulation and its properties; provides an axiomatic method for simplifying problems as an abstraction of Kolmogorov's general formulation; explicates sufficient statistics; and illustrates difficulties in the calculation of conditional expectations for continuous multivariate distributions and provides methods for correct solutions in many cases.;This work is designed as a reference for pure and applied mathematicians, probabilists, statisticians, information theorists, physicists and communication and industrial engineers; as well as a text for graduate level students in these discipines.

Su questo libro

Contenuti

The concept of conditioning; the Kolmogorov formulation and its properties; computational problems associated with conditioning; an axiomatic approach to conditional probability; regularity of conditional measures; sufficiency; abstraction of Kolmogorov's formulation; products of conditional measures; applications of martingales and Markov processes; applications to modern analysis; conditioning in general structures; references; some frequently-used symbols.

Dettagli dell'edizione

• Editore: CRC Press
• Data di pubblicazione: 1993
• Lingua: Inglese
• ISBN 10: 0824788842
• ISBN 13: 9780824788841
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 424
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile