Probability Theory : A Comprehensive Course
Probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us to understand magnetism, amorphous media, genetic diversity and the perils of random developments on the financial markets, and they guide us in const...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
London :
Springer London
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2008. |
| Edice: | Universitext
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| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
L'impression du document génère 620 p. Trad. de "Wahrscheinlichkeitstheorie" Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Probability theory, a comprehensive course, Achim Klenke, London, Springer, 2008, 1 vol. (XII-616 p.), Universitext, 978-1-84800-047-6 • Probability Theory, Texte imprimé, 9781848006928 • Probability theory, a comprehensive course, Achim Klenke, London, Springer, 2008, 1 vol. (XII-616 p.), Universitext, 978-1-84800-047-6 |
Obsah:
- 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 Itô Integral Stochastic Differential Equations