|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNISALENTO991000895109707536 |
|
|
Autore |
Rosenthal, Jeffrey Seth |
|
|
Titolo |
A first look at rigorous probability theory / Jeffrey S. Rosenthal |
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Singapore : World Scientific, c2000 |
|
|
|
|
|
|
|
ISBN |
|
|
|
|
|
|
Descrizione fisica |
|
xiv, 177 p. : ill. ; 22 cm |
|
|
|
|
|
|
Classificazione |
|
|
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Measure theory |
Probabilities |
Probability measures |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Includes bibliographical references (p. 168-170) and index |
|
|
|
|
|
|
Nota di contenuto |
|
1. The need for measure theory ; 2. Probability triples ; 3. Further probabilistic foundations ; 4. Expected values ; 5. Inequalities and laws of large numbers ; 6. Distributions of random variables ; 7. Stochastic processes and gambling games ; 8. Discrete Markov chains ; 9. Some further probability results ; 10. Weak convergence ; 11. Characteristic functions ; 12. Decomposition of probability laws ; 13. Conditional probability and expectation ; 14. Martingales ; 15. Introduction to other stochastic processes ; Appendix. Mathematical Background |
|
|
|
|
|
|
|