LEADER 05600nam 22015375 450 001 9910154754503321 005 20190708092533.0 010 $a1-4008-8214-1 024 7 $a10.1515/9781400882144 035 $a(CKB)3710000000618943 035 $a(MiAaPQ)EBC4738785 035 $a(DE-B1597)467948 035 $a(OCoLC)979911355 035 $a(DE-B1597)9781400882144 035 $a(EXLCZ)993710000000618943 100 $a20190708d2016 fg 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aRadically Elementary Probability Theory. (AM-117), Volume 117 /$fEdward Nelson 210 1$aPrinceton, NJ : $cPrinceton University Press, $d[2016] 210 4$d©2016 215 $a1 online resource (109 pages) $cillustrations 225 0 $aAnnals of Mathematics Studies ;$v120 311 $a0-691-08474-2 311 $a0-691-08473-4 320 $aIncludes bibliographical references and index. 327 $tFrontmatter -- $tTable of contents -- $tPreface -- $tAcknowledgments -- $t1. Random variables -- $t2. Algebras of random variables -- $t3. Stochastic processes -- $t4. External concepts -- $t5. Infinitesimals -- $t6. External analogues of internal notions -- $t7. Properties that hold almost everywhere -- $t8. L1 random variables 30 -- $t9. The decomposition of a stochastic process -- $t10. The total variation of a process -- $t11. Convergence of martingales -- $t12. Fluctuations of martingales -- $t13. Discontinuities of martingales -- $t14. The Lindeberg condition -- $t15. The maximum of a martingale -- $t16. The law of large numbers -- $t17. Nearly equivalent stochastic processes -- $t18. The de Moivre-Laplace-Lindeberg-Feller-Wiener- Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem -- $tAppendix -- $tIndex 330 $aUsing only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form. 410 0$aAnnals of mathematics studies ;$vno. 117. 606 $aMartingales (Mathematics) 606 $aStochastic processes 606 $aProbabilities 610 $aAbraham Robinson. 610 $aAbsolute value. 610 $aAddition. 610 $aAlgebra of random variables. 610 $aAlmost surely. 610 $aAxiom. 610 $aAxiomatic system. 610 $aBorel set. 610 $aBounded function. 610 $aCantor's diagonal argument. 610 $aCardinality. 610 $aCartesian product. 610 $aCentral limit theorem. 610 $aChebyshev's inequality. 610 $aCompact space. 610 $aContradiction. 610 $aConvergence of random variables. 610 $aCorollary. 610 $aCorrelation coefficient. 610 $aCounterexample. 610 $aDimension (vector space). 610 $aDimension. 610 $aDivision by zero. 610 $aElementary function. 610 $aEstimation. 610 $aExistential quantification. 610 $aFamily of sets. 610 $aFinite set. 610 $aHyperplane. 610 $aIdealization. 610 $aIndependence (probability theory). 610 $aIndicator function. 610 $aInfinitesimal. 610 $aInternal set theory. 610 $aJoint probability distribution. 610 $aLaw of large numbers. 610 $aLinear function. 610 $aMartingale (probability theory). 610 $aMathematical induction. 610 $aMathematician. 610 $aMathematics. 610 $aMeasure (mathematics). 610 $aN0. 610 $aNatural number. 610 $aNon-standard analysis. 610 $aNorm (mathematics). 610 $aOrthogonal complement. 610 $aParameter. 610 $aPath space. 610 $aPredictable process. 610 $aProbability distribution. 610 $aProbability measure. 610 $aProbability space. 610 $aProbability theory. 610 $aProbability. 610 $aProduct topology. 610 $aProjection (linear algebra). 610 $aQuadratic variation. 610 $aRandom variable. 610 $aReal number. 610 $aRequirement. 610 $aScientific notation. 610 $aSequence. 610 $aSet (mathematics). 610 $aSignificant figures. 610 $aSpecial case. 610 $aStandard deviation. 610 $aStatistical mechanics. 610 $aStochastic process. 610 $aSubalgebra. 610 $aSubset. 610 $aSummation. 610 $aTheorem. 610 $aTheory. 610 $aTotal variation. 610 $aTransfer principle. 610 $aTransfinite number. 610 $aTrigonometric functions. 610 $aUpper and lower bounds. 610 $aVariable (mathematics). 610 $aVariance. 610 $aVector space. 610 $aW0. 610 $aWiener process. 610 $aWithout loss of generality. 615 0$aMartingales (Mathematics) 615 0$aStochastic processes. 615 0$aProbabilities. 676 $a519.2 700 $aNelson$b Edward, $0346945 801 0$bDE-B1597 801 1$bDE-B1597 906 $aBOOK 912 $a9910154754503321 996 $aRadically Elementary Probability Theory. (AM-117), Volume 117$92788042 997 $aUNINA