Articles liés à Probility Theory
Synopsis
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
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Probability Theory (Courant Lecture Notes)
Edité par
Amer Mathematical Society (edition ), 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Ancien ou d'occasion
Paperback
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
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Paperback. Etat : Very Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. N° de réf. du vendeur 0821828525-8-1
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Probability Theory
Edité par
American Mathematical Society, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Couverture souple
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 2001. Paperback. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics. Series: Courant Lecture Notes. Num Pages: 167 pages, bibliography, index. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 10. Weight in Grams: 326. . . . . . N° de réf. du vendeur V9780821828526
Quantité disponible : 1 disponible(s)
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Probability Theory
Edité par
American Mathematical Society, US, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Paperback
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Paperback. Etat : New. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. N° de réf. du vendeur LU-9780821828526
Quantité disponible : 2 disponible(s)
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Probability Theory. (Lecture Notes in Mathematics, Vol. 7)
Edité par
Courant Institute of Mathematical Sciences, Rhode Island, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Ancien ou d'occasion
Couverture souple
Edition originale
Vendeur : Nicoline Thieme, Leipzig, Allemagne
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Etat : Befriedigend. 1. Aufl.;. 4° 167 pages; Orig.-Broschur; 330g; [Englisch]; Ecken leicht geknickt 1. Auflage; [lgr=T] _ x2x_. BUCH. N° de réf. du vendeur 77116
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Probability Theory
Edité par
American Mathematical Society, US, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Paperback
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability. N° de réf. du vendeur LU-9780821828526
Quantité disponible : 2 disponible(s)
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Probability Theory
Edité par
American Mathematical Society, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Couverture souple
Vendeur : Kennys Bookstore, Olney, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 2001. Paperback. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics. Series: Courant Lecture Notes. Num Pages: 167 pages, bibliography, index. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 10. Weight in Grams: 326. . . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9780821828526
Quantité disponible : 1 disponible(s)
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S. R. S Varadhan (New York University, C: Probability Theor
Edité par
Oxford University Press, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics. N° de réf. du vendeur 596546766
Quantité disponible : 3 disponible(s)
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Probability Theory (Courant Lecture Notes)
Edité par
Amer Mathematical Society, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Paperback
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 167 pages. 10.25x7.25x0.50 inches. In Stock. N° de réf. du vendeur __0821828525
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Probability Theory
Edité par
American Mathematical Society, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. pp. vii + 167 Illus. N° de réf. du vendeur 7660961
Quantité disponible : 3 disponible(s)
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Probability Theory
Edité par
American Mathematical Society Sep 2001, 2001
ISBN 10 : 0821828525
ISBN 13 : 9780821828526
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. Neuware - This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including all the standard topics. N° de réf. du vendeur 9780821828526
Quantité disponible : 2 disponible(s)