1. Probability : theory and examples [2010]
- Book
- x, 428 p. : ill. ; 27 cm.
- 1. Measure theory-- 2. Laws of large numbers-- 3. Central limit theorems-- 4. Random walks-- 5. Martingales-- 6. Markov chains-- 7. Ergodic theorems-- 8. Brownian motion-- Appendix A. Measure theory details.
- (source: Nielsen Book Data)9780521765398 20160604
(source: Nielsen Book Data)9780521765398 20160604
- 1. Measure theory-- 2. Laws of large numbers-- 3. Central limit theorems-- 4. Random walks-- 5. Martingales-- 6. Markov chains-- 7. Ergodic theorems-- 8. Brownian motion-- Appendix A. Measure theory details.
- (source: Nielsen Book Data)9780521765398 20160604
(source: Nielsen Book Data)9780521765398 20160604
Cambridge Core Access limited to one user.
- Cambridge Core Access limited to one user.
- Safari Books Online
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Science Library (Li and Ma)
Science Library (Li and Ma) | Status |
---|---|
Stacks | |
QA273 .D865 2010 | Unknown On reserve at Li and Ma Science Library 2-hour loan |
STATS-310B-01
- Course
- STATS-310B-01 -- Theory of Probability II
- Instructor(s)
- Siegmund, David
2. Probability with martingales [1991]
- Book
- xv, 251 p. ; 23 cm.
- 1. A branching-process example-- Part I. Foundations: 2. Measure spaces-- 3. Events-- 4. Random variables-- 5. Independence-- 6. Integration-- 7. Expectation-- 8. An easy strong law: product measure-- Part II. Martingale Theory: 9. Conditional expectation-- 10. Martingales-- 11. The convergence theorem-- 12. Martingales bounded in L2-- 13. Uniform integrability-- 14. UI martingales-- 15. Applications-- Part III. Characteristic Functions: 16. Basic properties of CFs-- 17. Weak convergence-- 18. The central limit theorem-- Appendices-- Exercises.
- (source: Nielsen Book Data)9780521404556 20160528
(source: Nielsen Book Data)9780521404556 20160528
- 1. A branching-process example-- Part I. Foundations: 2. Measure spaces-- 3. Events-- 4. Random variables-- 5. Independence-- 6. Integration-- 7. Expectation-- 8. An easy strong law: product measure-- Part II. Martingale Theory: 9. Conditional expectation-- 10. Martingales-- 11. The convergence theorem-- 12. Martingales bounded in L2-- 13. Uniform integrability-- 14. UI martingales-- 15. Applications-- Part III. Characteristic Functions: 16. Basic properties of CFs-- 17. Weak convergence-- 18. The central limit theorem-- Appendices-- Exercises.
- (source: Nielsen Book Data)9780521404556 20160528
(source: Nielsen Book Data)9780521404556 20160528
Cambridge Core Access limited to one user.
- Cambridge Core Access limited to one user.
- Safari Books Online
- Google Books (Full view)
Science Library (Li and Ma)
Science Library (Li and Ma) | Status |
---|---|
Stacks | |
QA274.5 .W55 1991 | Unknown On reserve at Li and Ma Science Library 2-hour loan |
QA274.5 .W55 1991 | Unknown On reserve at Li and Ma Science Library 2-hour loan |
STATS-310B-01
- Course
- STATS-310B-01 -- Theory of Probability II
- Instructor(s)
- Siegmund, David