Probability theory : a comprehensive course / / Achim Klenke
| Probability theory : a comprehensive course / / Achim Klenke |
| Autore | Klenke Achim |
| Edizione | [Third edition.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (XIV, 716 p. 55 illus., 24 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Distribution (Probability theory) Measure theory |
| ISBN | 3-030-56402-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Basic Measure Theory -- 2 Independence -- 3 Generating Functions -- 4 The Integral -- 5 Moments and Laws of Large Numbers -- 6 Convergence Theorems -- 7 Lp-Spaces and the Radon–Nikodym Theorem -- 8 Conditional Expectations -- 9 Martingales -- 10 Optional Sampling Theorems -- 11 Martingale Convergence Theorems and Their Applications -- 12 Backwards Martingales and Exchangeability -- 13 Convergence of Measures -- 14 Probability Measures on Product Spaces -- 15 Characteristic Functions and the Central Limit Theorem -- 16 Infinitely Divisible Distributions -- 17 Markov Chains -- 18 Convergence of Markov Chains -- 19 Markov Chains and Electrical Networks -- 20 Ergodic Theory -- 21 Brownian Motion -- 22 Law of the Iterated Logarithm -- 23 Large Deviations -- 24 The Poisson Point Process -- 25 The Itô Integral -- 26 Stochastic Differential Equations -- References -- Notation Index -- Name Index -- Subject Index. |
| Record Nr. | UNINA-9910485151603321 |
Klenke Achim
|
||
| Cham, Switzerland : , : Springer, , [2020] | ||
| Lo trovi qui: Univ. Federico II | ||
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Probability theory : a comprehensive course / / Achim Klenke
| Probability theory : a comprehensive course / / Achim Klenke |
| Autore | Klenke Achim |
| Edizione | [Third edition.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2020] |
| Descrizione fisica | 1 online resource (XIV, 716 p. 55 illus., 24 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Distribution (Probability theory) Measure theory |
| ISBN | 3-030-56402-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Basic Measure Theory -- 2 Independence -- 3 Generating Functions -- 4 The Integral -- 5 Moments and Laws of Large Numbers -- 6 Convergence Theorems -- 7 Lp-Spaces and the Radon–Nikodym Theorem -- 8 Conditional Expectations -- 9 Martingales -- 10 Optional Sampling Theorems -- 11 Martingale Convergence Theorems and Their Applications -- 12 Backwards Martingales and Exchangeability -- 13 Convergence of Measures -- 14 Probability Measures on Product Spaces -- 15 Characteristic Functions and the Central Limit Theorem -- 16 Infinitely Divisible Distributions -- 17 Markov Chains -- 18 Convergence of Markov Chains -- 19 Markov Chains and Electrical Networks -- 20 Ergodic Theory -- 21 Brownian Motion -- 22 Law of the Iterated Logarithm -- 23 Large Deviations -- 24 The Poisson Point Process -- 25 The Itô Integral -- 26 Stochastic Differential Equations -- References -- Notation Index -- Name Index -- Subject Index. |
| Record Nr. | UNISA-996418201803316 |
Klenke Achim
|
||
| Cham, Switzerland : , : Springer, , [2020] | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Probability Theory : A Comprehensive Course / / by Achim Klenke
| Probability Theory : A Comprehensive Course / / by Achim Klenke |
| Autore | Klenke Achim |
| Edizione | [2nd ed. 2014.] |
| Pubbl/distr/stampa | London : , : Springer London : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XII, 638 p. 46 illus., 20 illus. in color.) : online resource |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Measure theory Dynamics Ergodic theory Functional analysis Statistical physics Probability Theory and Stochastic Processes Measure and Integration Dynamical Systems and Ergodic Theory Functional Analysis Complex Systems Statistical Physics and Dynamical Systems |
| ISBN | 1-4471-5361-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Basic Measure Theory -- Independence -- Generating Functions -- The Integral -- Moments and Laws of Large Numbers -- Convergence Theorems -- Lp-Spaces and the Radon–Nikodym Theorem -- Conditional Expectations -- Martingales -- Optional Sampling Theorems -- Martingale Convergence Theorems and Their Applications -- Backwards Martingales and Exchangeability -- Convergence of Measures -- Probability Measures on Product Spaces -- Characteristic Functions and the Central Limit Theorem -- Infinitely Divisible Distributions -- Markov Chains -- Convergence of Markov Chains -- Markov Chains and Electrical Networks -- Ergodic Theory -- Brownian Motion -- Law of the Iterated Logarithm -- Large Deviations -- The Poisson Point Process -- The Itˆo Integral -- Stochastic Differential Equations. |
| Record Nr. | UNINA-9910299974403321 |
Klenke Achim
|
||
| London : , : Springer London : , : Imprint : Springer, , 2014 | ||
| Lo trovi qui: Univ. Federico II | ||
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