Probabilistic analysis and related topics. Volume 2 /

Probabilistic Analysis and Related Topics.

Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Bharucha-Reid, A. T. (Albert T.) (Editor)
Format: Electronic eBook
Language:Inglés
Published: New York ; London : Academic Press, [1979]
Subjects:
Stochastic analysis.
Analyse stochastique.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Stochastic analysis
Online Access:Texto completo
Table of Contents:
  • Front Cover; Probabilistic Analysis and Related Topics; Copyright Page; Table of Contents; List of Contributors; Preface; Chapter 1. Optimal Control of Stochastic Systems; I. Introduction; II. Existence of Optimal Controls without Feedback; III. Existence of Optimal Feedback Controls; IV. Random Necessary Conditions; V. Analytic Necessary Conditions; ACKNOWLEDGMENTS; REFERENCES; Chapter 2. Gleason Measures; I. Introduction; II. Generalities; III. Orthogonally Scattered Gleason Measures; IV. L2(H) -Spaces and Isometries Generated by OSG Measures; V. Spectral Gleason Measures.
  • VI. Convergence of Gleason MeasuresVII. Gleason Measures in Tensor Products; VIII. Random Gleason Measures; ACKNOWLEDGMENTS; REFERENCES; Chapter 3. An Introduction to Nonstandard Analysis and Hyperfinite Probability Theory; I. Introduction; II. An Introduction to Nonstandard Analysis; III. A Nonstandard Representation of Measurable Spaces and L" IV. Conversion from Nonstandard to Standard Measure Spaces; V. Applications to Stochastic Processes; REFERENCES; Chapter 4. Limit Theorems: Stochastic Matrices, Ergodic Markov Chains, and Measures on Semigroups; I. Introduction and Preliminaries.
  • II. Limits of Convolutions in Groups and Semigroups: Analysis in Stochastic MatricesIII. Ergodicity of Markov Chains and Probability Measures on Semigroups: An Interplay; IV. Limit Theorems for Convolution Products of Probability Measures on Completely Simple Semigroups; REFERENCES; Index.

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