Measure theory and probability theory

✍ Scribed by Athreya, Krishna B.; Lahiri, Soumendra N

Publisher: Springer
Year: 2006
Tongue: English
Leaves: 638
Series: Springer texts in statistics
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Content: Measures and Integration: An Informal Introduction.- Measures.- Integration.- Lp-Spaces.- Differentiation.- Product Measures, Convolutions, and Transforms.- Probability Spaces.- Independence.- Laws of Large Numbers.- Convergence in Distribution.- Characteristic Functions.- Central Limit Theorems.- Conditional Expectation and Conditional Probability.- Discrete Parameter Martingales.- Markov Chains and MCMC.- Stochastic Processes.- Limit Theorems for Dependent Processes.- The Bootstrap.- Branching Processes.

✦ Subjects

Maattheorie.;Waarschijnlijkheidstheorie.;informatietechnologie;operationeel onderzoek;speltheorie;Mathematical physics;Operational research. Game theory;statistisch onderzoek;differentiaalvergelijkingen;econometrie;kansrekening;Quantitative methods (economics);Statistical science;stochastische analyse

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