Measure Theory and Probability Theory

This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended prima...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Athreya, Krishna B. (Auteur), Lahiri, Soumendra N. (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2006.
Édition:1st ed. 2006.
Collection:Springer Texts in Statistics,
Sujets:
Probabilities.
Computer science.
Mathematical analysis.
Measure theory.
Statistics .
Operations research.
Management science.
Probability Theory.
Theory of Computation.
Analysis.
Measure and Integration.
Statistical Theory and Methods.
Operations Research, Management Science .
Accès en ligne:Texto Completo
Table des matières:
  • 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.

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