Ross Leadbetter, University of North Carolina, Chapel Hill, Stamatis Cambanis, University of North Carolina, Chapel Hill, Vladas Pipiras, University of North Carolina, Chapel Hill
مشخصات ظاهری
نام خاص و کميت اثر
xiv, 360 pages :
ساير جزييات
illustrations ;
ابعاد
24 cm
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references (page 356) and index
یادداشتهای مربوط به مندرجات
متن يادداشت
Machine generated contents note: Preface; Acknowledgements; 1. Point sets and certain classes of sets; 2. Measures: general properties and extension; 3. Measurable functions and transformations; 4. The integral; 5. Absolute continuity and related topics; 6. Convergence of measurable functions, Lp-spaces; 7. Product spaces; 8. Integrating complex functions, Fourier theory and related topics; 9. Foundations of probability; 10. Independence; 11. Convergence and related topics; 12. Characteristic functions and central limit theorems; 13. Conditioning; 14. Martingales; 15. Basic structure of stochastic processes; References; Index
بدون عنوان
8
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
"Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit theorems in probability, martingales, and some theory of stochastic processes. Readers can test their understanding of the material through the 300 exercises provided. The book is especially useful for graduate students in statistics and related fields of application (biostatistics, econometrics, finance, meteorology, machine learning, and so on) who want to shore up their mathematical foundation. The authors establish common ground for students of varied interests which will serve as a firm 'take-off point' for them as they specialize in areas that exploit mathematical machinery"--
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Measure theory
موضوع مستند نشده
Probabilities
رده بندی ديویی
شماره
515/
.
42
ويراست
23
رده بندی کنگره
شماره رده
QC20
.
7
.
M43
نشانه اثر
L43
2014
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )