Theory of stochastic objects : probability, stochastic processes, and inference

✍ Scribed by Micheas, Athanasios Christou

Publisher: CRC Press
Year: 2018
Tongue: English
Leaves: 409
Series: Texts in statistical science
Category: Library

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✦ Synopsis

This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to Read more...

Abstract: This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics- to capture the detail and depth of material that has gone into this volume

✦ Table of Contents

Content: Rudimentary Models and Simulation Methods Statistical InferenceMeasure and Integration TheoryProbability TheoryConvergence of Random ObjectsRandom SequencesStochastic ProcessesAppendix

✦ Subjects

Point processes;Stochastic processes

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