Foundations of Stochastic Analysis

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Foundations of Stochastic Analysis by M. M. Rao, Dover Publications
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: M. M. Rao ISBN: 9780486296531
Publisher: Dover Publications Publication: April 17, 2013
Imprint: Dover Publications Language: English
Author: M. M. Rao
ISBN: 9780486296531
Publisher: Dover Publications
Publication: April 17, 2013
Imprint: Dover Publications
Language: English

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods.
Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.

More books from Dover Publications

Cover of the book Action Whirligigs by M. M. Rao
Cover of the book Counter Gambits by M. M. Rao
Cover of the book Early L. & J. G. Stickley Furniture by M. M. Rao
Cover of the book Men of Iron by M. M. Rao
Cover of the book Masterpieces of Italian Decorative Ironwork by M. M. Rao
Cover of the book Victorian Woodturnings and Woodwork by M. M. Rao
Cover of the book Book of Poems (Selection)/Libro de poemas (Selección) by M. M. Rao
Cover of the book Narratives of the Wreck of the Whale-Ship Essex by M. M. Rao
Cover of the book Short Stories by M. M. Rao
Cover of the book Pearls in Graph Theory by M. M. Rao
Cover of the book Guns of the Old West by M. M. Rao
Cover of the book Sailing Boats from Around the World by M. M. Rao
Cover of the book Best Remembered Poems by M. M. Rao
Cover of the book German Expressionist Woodcuts by M. M. Rao
Cover of the book Famous Problems of Geometry and How to Solve Them by M. M. Rao
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy