Yuan Shih Chow

(Author)

Probability Theory (1997)Hardcover - 1997, 11 September 1997

Probability Theory (1997)
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Part of Series
Springer Texts in Statistics
Print Length
489 pages
Language
English
Publisher
Springer
Date Published
11 Sep 1997
ISBN-10
0387982280
ISBN-13
9780387982281

Description

Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familiar with measure theory using the guidelines given.

Special features include:

- A comprehensive treatment of the law of the iterated logarithm

- The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof

- Development and applications of the second moment analogue of Walds equation

- Limit theorems for martingale arrays; the central limit theorem for the interchangeable and martingale cases; moment convergence in the central limit theorem

- Complete discussion, including central limit theorem, of the random casting of r balls into n cells

- Recent martingale inequalities

- Cram r-L vy theorem and factor-closed families of distributions.

Product Details

Authors:
Yuan Shih ChowHenry Teicher
Book Edition:
1997
Book Format:
Hardcover
Country of Origin:
US
Date Published:
11 September 1997
Dimensions:
23.95 x 15.8 x 2.87 cm
ISBN-10:
0387982280
ISBN-13:
9780387982281
Language:
English
Location:
New York, NY
Pages:
489
Publisher:
Weight:
848.22 gm

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