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 Primer of Quantum Mechanics by M. M. Rao
Cover of the book Statistical and Inductive Probabilities by M. M. Rao
Cover of the book Rags and Ragtime by M. M. Rao
Cover of the book Old Queens, N.Y., in Early Photographs by M. M. Rao
Cover of the book Complete Sonatas and Fantasies for Solo Piano by M. M. Rao
Cover of the book Home Life in Colonial Days by M. M. Rao
Cover of the book Self-Working Handkerchief Magic by M. M. Rao
Cover of the book Taos Tales by M. M. Rao
Cover of the book Treasury of Fantastic and Mythological Creatures by M. M. Rao
Cover of the book Sears Modern Homes, 1913 by M. M. Rao
Cover of the book The Piano Concerti by M. M. Rao
Cover of the book My Adventures as a Spy by M. M. Rao
Cover of the book The Mathematics of Games by M. M. Rao
Cover of the book Concepts of Space by M. M. Rao
Cover of the book Right You Are, If You Think You Are 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