Probability theory : independence, interchangeability, martingales
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9780387406077
- 519.2 CHO
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
![]() |
Prof. Ram Dayal Munda Central Library | Mathematics | 519.2 CHO (Browse shelf(Opens below)) | Available | 66200 |
Classes of sets, measures, and probability spaces --
Binomial random variables --
Independence --
Integration in a probability space --
Sums of independent random variables --
Measure extensions, Lebesgue-Stieltjes measure, Kolmogorov consistency theorem --
Conditional expectation, conditional independence, introduction to martingales --
Distribution functions and characteristic functions --
Central limit theorems --
Limit theorems for independent random variables --
Martingales --
Infinitely divisible laws.
Special features include: - A comprehensive treatment of the law of the iterated logarithm - The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof - Development and applications of the second moment analogue of Walds equation - Limit theorems for martingale arrays;
There are no comments on this title.