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ISBN: 9780387982281

ID: 978038798228

Now available in paperback. This is a text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familar with measure theory as indicated by the guidelines in the preface. Special features include: A comprehensive treatment of the law of the iterated logarithm; the Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof; development and applications of the second moment analogue of Wald''s equation; limit theorems for martingale arrays, the central limit theorem for the interchangeable and martingale cases, moment convergence in the central limit theorem; complete discussion, including central limit theorem, of the random casting of r balls into n cells; recent martingale inequalities; Cram r-L vy theore and factor-closed families of distributions. This edition includes a section dealing with U-statistic, adds additional theorems and examples, and includes simpler versions of some proofs. Yuan Shih Chow, Books, Science and Nature, Probability Theory: Independence, Interchangeability, Martingales Books>Science and Nature, Springer New York

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ISBN: 9780387982281

ID: 1267605

Now available in paperback. This is a text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familar with measure theory as indicated by the guidelines in the preface. Special features include: A comprehensive treatment of the law of the iterated logarithm; the Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof; development and applications of the second moment analogue of Wald's equation; limit theorems for martingale arrays, the central limit theorem for the interchangeable and martingale cases, moment convergence in the central limit theorem; complete discussion, including central limit theorem, of the random casting of r balls into n cells; recent martingale inequalities; Cram r-L vy theore and factor-closed families of distributions. This edition includes a section dealing with U-statistic, adds additional theorems and examples, and includes simpler versions of some proofs. Mathematics Mathematics eBook, Springer New York

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ISBN: 9780387982281

[ED: Hardcover], [PU: Springer New York / Springer US], Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familiar with measure theory using the guidelines given. Special features include: - A comprehensive treatment of the law of the iterated logarithm - The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof - Development and applications of the second moment analogue of Walds equation - Limit theorems for martingale arrays the central limit theorem for the interchangeable and martingale cases moment convergence in the central limit theorem - Complete discussion, including central limit theorem, of the random casting of r balls into n cells - Recent martingale inequalities - Cram r-L vy theorem and factor-closed families of distributions. XXII,488 pages Versandfertig in 3-5 Tagen, DE, [SC: 0.00], Neuware, gewerbliches Angebot, offene Rechnung (Vorkasse vorbehalten)

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ISBN: 9780387982281

ID: 9780387982281

Mathematics; Probability Theory and Stochastic Processes Conditional probability, Maxima, Probability space, Probability theory, Random variable, Uniform integrability, measure theory Books, Springer Nature

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1997, ISBN: 9780387982281

ID: 119685

Independence, Interchangeability, Martingales, [ED: 3], 3rd ed. 1997, Hardcover, Buch, [PU: Springer-Verlag New York Inc.]

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** Details of the book - Probability Theory**

EAN (ISBN-13): 9780387982281

ISBN (ISBN-10): 0387982280

Hardcover

Paperback

Publishing year: 2007

Publisher: Springer-Verlag GmbH

516 Pages

Weight: 0,929 kg

Language: eng/Englisch

Book in our database since 18.10.2007 12:20:37

Book found last time on 18.12.2018 14:34:00

ISBN/EAN: 9780387982281

ISBN - alternate spelling:

0-387-98228-0, 978-0-387-98228-1

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