Measure theory and probability theory

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

• Publisher: Springer
• Year: 2006
• Tongue: English
• Leaves: 625
• Series: Springer texts in statistics
• Category: Library

✦ Synopsis

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 Process

✦ Subjects

Математика;Теория вероятностей и математическая статистика;Теория вероятностей;