Articles liés à Stopping Times and Directed Processes

9780521350235: Stopping Times and Directed Processes
Couverture rigide
ISBN 10 : 0521350239 ISBN 13 : 9780521350235
Editeur : Cambridge University Press, 1992

Synopsis

The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems.

Revue de presse

"...will be extremely valuable to anybody doing research on directed processes. It is highly original. Most of the material has been published only in research journals so far....will be an indispensable and rich source of information previously scattered throughout many journals." U. Krengel, Mathematical Reviews

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
1992
Langue
anglais
ISBN 10 
0521350239
ISBN 13 
9780521350235
Reliure
Relié
Nombre de pages
444
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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France