Leo Breiman

Probability

• Broschiertes Buch

Produktbeschreibung

Well known for the clear, inductive nature of its exposition, this reprint volume is an excellent introduction to mathematical probability theory. It may be used as a graduate-level text in one- or two-semester courses in probability for students who are familiar with basic measure theory, or as a supplement in courses in stochastic processes or mathematical statistics.

Produktdetails

• Verlag: Society for Industrial and Applied Mathematics (SIAM)
• Seitenzahl: 435
• Erscheinungstermin: 1. Mai 1992
• Englisch
• Abmessung: 234mm x 154mm x 27mm
• Gewicht: 610g
• ISBN-13: 9780898712964
• ISBN-10: 0898712963
• Artikelnr.: 31193139

Inhaltsangabe

1. Chapter 1: Introduction
2. Chapter 2: Mathematical Framework
3. Chapter 3: Independence
4. Chapter 4: Conditional Probability and Conditional Expectation
5. Chapter 5: Martingales
6. Chapter 6: Stationary Processes and the Ergodic Theorem
7. Chapter 7: Markov Chains
8. Chapter 8: Convergence in Distribution and the Tools Thereof
9. Chapter 9: The One-Dimensional Central Limit Problem
10. Chapter 10: The Renewal Theorem and Local Limit Theorem
11. Chapter 11: Multidimensional Central Limit Theorem and Gaussian Processes
12. Chapter 12: Stochastic Processes and Brownian Motion
13. Chapter 13: Invariance Theorems
14. Chapter 14: Martingales and Processes with Stationary, Independent
Increments
15. Chapter 15: Markov Processes, Introduction and Pure Jump Case
16. Chapter 16: Diffusions
17. Appendix: On Measure and Function Theory
18. Bibliography
19. Index.