E-Book, Englisch, 638 Seiten, eBook
Reihe: Universitext
Klenke Probability Theory
2. Auflage 2014
ISBN: 978-1-4471-5361-0
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
A Comprehensive Course
E-Book, Englisch, 638 Seiten, eBook
Reihe: Universitext
ISBN: 978-1-4471-5361-0
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
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 Itˆo Integral.- Stochastic Differential Equations.