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Probability theory

- A Foundational Course
Af: R.P Pakshirajan Engelsk Hardback

Probability theory

- A Foundational Course
Af: R.P Pakshirajan Engelsk Hardback
Tjek vores konkurrenters priser
This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdos-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains. This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.
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This book shares the dictum of J. L. Doob in treating Probability Theory as a branch of Measure Theory and establishes this relation early. Probability measures in product spaces are introduced right at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics analysed in the book include supports of probability measures, zero-one laws in product measure spaces, Erdos-Kac invariance principle, functional central limit theorem and functional law of the iterated logarithm for independent variables, Skorohod embedding, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains. This book is offered as a text book for students pursuing graduate programs in Mathematics and or Statistics. The book aims to help the teacher present the theory with ease, and to help the student sustain his interest and joy in learning the subject.
Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 564
ISBN-13: 9789380250441
Indbinding: Hardback
Udgave:
ISBN-10: 9380250444
Kategori: Matematik
Udg. Dato: 15 jan 2013
Længde: 37mm
Bredde: 250mm
Højde: 174mm
Forlag: Hindustan Book Agency
Oplagsdato: 15 jan 2013
Forfatter(e): R.P Pakshirajan
Forfatter(e) R.P Pakshirajan


Kategori Matematik


ISBN-13 9789380250441


Sprog Engelsk


Indbinding Hardback


Sider 564


Udgave


Længde 37mm


Bredde 250mm


Højde 174mm


Udg. Dato 15 jan 2013


Oplagsdato 15 jan 2013


Forlag Hindustan Book Agency