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A Basic Course in Probability Theory / / by Rabi Bhattacharya, Edward C. Waymire
| A Basic Course in Probability Theory / / by Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya Rabi |
| Edizione | [2nd ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XII, 265 p.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Measure theory Probability Theory and Stochastic Processes Measure and Integration |
| ISBN | 3-319-47974-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface to Second Edition -- Preface to First Edition -- I. Random Maps, Distribution, and Mathematical Expectation -- II. Independence, Conditional Expectation -- III. Martingales and Stopping Times -- IV. Classical Central Limit Theorems -- V. Classical Zero-One Laws, Laws of Large Numbers and Large Deviations -- VI. Fourier Series, Fourier Transform, and Characteristic Functions -- VII. Weak Convergence of Probability Measures on Metric Spaces -- VIII. Random Series of Independent Summands -- IX. Kolmogorov's Extension Theorem and Brownian Motion -- X. Brownian Motion: The LIL and Some Fine-Scale Properties -- XI. Strong Markov Property, Skorokhod Embedding and Donsker's Invariance Principle -- XII. A Historical Note on Brownian Motion -- XIII. Some Elements of the Theory of Markov Processes and their Convergence to Equilibrium -- A. Measure and Integration -- B. Topology and Function Spaces -- C. Hilbert Spaces and Applications in Measure Theory -- References -- Symbol Index -- Subject Index. |
| Record Nr. | UNINA-9910254079403321 |
Bhattacharya Rabi
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Continuous Parameter Markov Processes and Stochastic Differential Equations / / by Rabi Bhattacharya, Edward C. Waymire
| Continuous Parameter Markov Processes and Stochastic Differential Equations / / by Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya Rabi |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (502 pages) |
| Disciplina | 519.233 |
| Altri autori (Persone) | WaymireEdward C |
| Collana | Graduate Texts in Mathematics |
| Soggetto topico |
Probabilities
Mathematics Probability Theory Applications of Mathematics |
| ISBN | 3-031-33296-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. A review of Martingaels, stopping times and the Markov property -- 2. Semigroup theory and Markov processes.-3. Regularity of Markov process sample paths -- 4. Continuous parameter jump Markov processes -- 5. Processes with independent increments -- 6. The stochastic integral -- 7. Construction of difficusions as solutions of stochastic differential equations -- 8. Itô's Lemma -- 9. Cameron-Martin-Girsanov theorem -- 10. Support of nonsingular diffusions -- 11. Transience and recurrence of multidimensional diffusions -- 12. Criteria for explosion -- 13. Absorption, reflection and other transformations of Markov processes -- 14. The speed of convergence to equilibrium of discrete parameter Markov processes and Diffusions -- 15. Probabilistic representation of solutions to certain PDEs -- 16. Probabilistic solution of the classical Dirichlet problem -- 17. The functional Central Limit Theorem for ergodic Markov processes -- 18. Asymptotic stability for singular diffusions -- 19. Stochastic integrals with L2-Martingales -- 20. Local time for Brownian motion -- 21. Construction of one dimensional diffusions by Semigroups -- 22. Eigenfunction expansions of transition probabilities for one-dimensional diffusions -- 23. Special Topic: The Martingale Problem -- 24. Special topic: multiphase homogenization for transport in periodic media -- 25. Special topic: skew random walk and skew Brownian motion -- 26. Special topic: piecewise deterministic Markov processes in population biology -- A. The Hille-Yosida theorem and closed graph theorem -- References -- Related textbooks and monographs. |
| Record Nr. | UNINA-9910765490903321 |
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Bhattacharya Rabi
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A Course in Mathematical Statistics and Large Sample Theory / / by Rabi Bhattacharya, Lizhen Lin, Victor Patrangenaru
| A Course in Mathematical Statistics and Large Sample Theory / / by Rabi Bhattacharya, Lizhen Lin, Victor Patrangenaru |
| Autore | Bhattacharya Rabi |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XI, 389 p. 9 illus., 2 illus. in color.) |
| Disciplina | 519.5 |
| Collana | Springer Texts in Statistics |
| Soggetto topico |
Statistics
Computer science - Mathematics Mathematical statistics Probabilities Mathematical statistics - Data processing Biometry Statistical Theory and Methods Probability and Statistics in Computer Science Statistics in Business, Management, Economics, Finance, Insurance Probability Theory Statistics and Computing Biostatistics |
| ISBN |
9781493940325
1493940325 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2 Decision Theory -- 3 Introduction to General Methods of Estimation -- 4 Sufficient Statistics, Exponential Families, and Estimation -- 5 Testing Hypotheses -- 6 Consistency and Asymptotic Distributions and Statistics -- 7 Large Sample Theory of Estimation in Parametric Models -- 8 Tests in Parametric and Nonparametric Models -- 9 The Nonparametric Bootstrap -- 10 Nonparametric Curve Estimation -- 11 Edgeworth Expansions and the Bootstrap -- 12 Frechet Means and Nonparametric Inference on Non-Euclidean Geometric Spaces -- 13 Multiple Testing and the False Discovery Rate -- 14 Markov Chain Monte Carlo (MCMC) Simulation and Bayes Theory -- 15 Miscellaneous Topics -- Appendices -- Solutions of Selected Exercises in Part 1. |
| Record Nr. | UNINA-9910254093103321 |
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Bhattacharya Rabi
|
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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