Probability theory / Texts and Readings in Mathematics Bd.63 (PDF)
A Foundational Course
(Sprache: Englisch)
This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later...
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This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdos-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains. This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.
Bibliographische Angaben
- Autor: R. P Pakshirajan
- 2013, 1. Auflage, 564 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 9386279541
- ISBN-13: 9789386279545
- Erscheinungsdatum: 15.01.2013
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 38 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
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