عنوان

A second course in probability /

شابک

0979570409

شابک

9780979570407

شماره

dltt

عنوان اصلي

A second course in probability /

نام عام مواد

[Book]

نام نخستين پديدآور

Sheldon M. Ross and Erol A. Peköz

نام خاص و کميت اثر

210 pages :

ساير جزييات

illustrations ;

ابعاد

25 cm

متن يادداشت

Includes bibliographical references and index

متن يادداشت

1. Measure Theory and Laws of Large Numbers -- Introduction -- A Non-Measurable Event -- Countable and Uncountable Sets -- Probability Spaces -- Random Variables -- Expected Value -- Almost Sure Convergence and the Dominated Convergence Theorem -- Convergence in Probablitiy and in Distribution -- Law of Large Numbers and Ergodic Theorem -- Exercises -- 2. Stein's Method and Central Limit Theorems -- Introduction -- Coupling -- Poisson Approximation and Le Cam's Theorem -- The Stein-Chen Method -- Stein's Method for the Geometric Distribution -- Stein's Method for the Normal Distribution -- Exercises -- 3. Conditional Expectation and Martingales -- Introduction -- Conditional Expectation -- Martingales -- The Martingale Stopping Theorem -- The Hoeffding-Azuma Inequality -- Submartingales, Supermartingales, and a Convergence Theorem -- Exercises -- 4. Bounding Probabilities and Expectations -- Introduction -- Jensen's Inequality -- Probability Bounds via the Importance Sampling Identity -- Chernoff Bounds -- Second Moment and Conditional Expectation Inequalities -- The Min-Max Identity and Bounds on the Maximum -- Stochastic Orderings -- Exercises -- 5. Markov Chains -- Introduction -- The Transition Matrix -- The Strong Markov Property -- Classification of States -- Stationary and Limiting Distributions -- Time Reversibility -- A Mean Passage Time Bound -- Exercises -- 6. Renewal Theory -- Introduction -- Some Limit Theorems of Renewal Theory -- Renewal Reward Processes -- 6.3.1 Queueing Theory Applications of Renewal Reward Processes -- Blackwell's Theorem -- The Poisson Process -- Exercises -- 7. Brownian Motion -- Introduction -- Continuous Time Martingales -- Construction Brownian Motion -- Embedding Variables in Brownian Motion -- The Central Limit Theorem -- Exercises

بدون عنوان

0

موضوع مستند نشده

Probabilities, Textbooks

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Ross, Sheldon M

مستند نام اشخاص تاييد نشده

Peköz, Erol A

تاريخ عمليات

20100706231853.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y