An introduction to measure-theoretic probability /
نام عام مواد
[Book]
نام نخستين پديدآور
by George G. Roussas (Department of Statistics, University of California, Davis).
وضعیت ویراست
وضعيت ويراست
Second edition.
مشخصات ظاهری
نام خاص و کميت اثر
xxiv, 401 pages :
ساير جزييات
illustrations ;
ابعاد
25 cm
يادداشت کلی
متن يادداشت
Machine generated contents note: Preface 1. Certain Classes of Sets, Measurability, Pointwise Approximation 2. Definition and Construction of a Measure and Its Basic Properties 3. Some Modes of Convergence of a Sequence of Random Variables and Their Relationships 4. The Integral of a Random Variable and Its Basic Properties 5. Standard Convergence Theorems, The Fubini Theorem 6. Standard Moment and Probability Inequalities, Convergence in the r-th Mean and Its Implications 7. The Hahn-Jordan Decomposition Theorem, The Lebesgue Decomposition Theorem, and The Radon-Nikcodym Theorem 8. Distribution Functions and Their Basic Properties, Helly-Bray Type Results 9. Conditional Expectation and Conditional Probability, and Related Properties and Results 10. Independence 11. Topics from the Theory of Characteristic Functions 12. The Central Limit Problem: The Centered Case 13. The Central Limit Problem: The Noncentered Case 14. Topics from Sequences of Independent Random Variables 15. Topics from Ergodic Theory.
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index.
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
"In this introductory chapter, the concepts of a field and of a [sigma]-field are introduced, they are illustrated bymeans of examples, and some relevant basic results are derived.Also, the concept of a monotone class is defined and its relationship to certain fields and [sigma]-fields is investigated. Given a collection of measurable spaces, their product space is defined, and some basic properties are established. The concept of a measurable mapping is introduced, and its relation to certain [sigma]-fields is studied. Finally, it is shown that any random variable is the pointwise limit of a sequence of simple random variables"--
عنوان اصلی به زبان دیگر
عنوان اصلي به زبان ديگر
Introduction to measure theoretic probability
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Measure theory.
موضوع مستند نشده
Probabilities.
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )