Foundations of Stochastic Analysis (Dover Books on Mathematics) - Softcover
Book 26 of 30: Probability and Mathematical Statistics
Synopsis
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.
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.
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Foundations of Stochastic Analysis (Dover Books on...
Stock Image
Foundations of Stochastic Analysis (Dover Books on Mathematics)
Published by
Dover Publications (edition Reprint), 2011
ISBN 10: 0486481220
ISBN 13: 9780486481227
Used
Paperback
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. Reprint. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Seller Inventory # 0486481220-11-1
Stock Image
Foundations of Stochastic Analysis
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0486481220I4N00
Seller Image
Foundations of Stochastic Analysis
Published by
Dover Publications, Inc., Mineola, NY, 2011
ISBN 10: 0486481220
ISBN 13: 9780486481227
New
Soft cover
Seller: Singularity Rare & Fine, Baldwinsville, NY, U.S.A.
Seller rating 5 out of 5 stars
Soft cover. Condition: New. New; pristine. See scans and description. Mineola, NY: Dover Publications, Inc., 2011. 'Foundations of Stochastic Analysis', by M.M. Rao. Original Rao copyright was in1981; original publication was by Academic Press, Inc. in 1981. Octavo, glossy illustrated perfect-bound wraps, 317 pp. (xi + 295 +11 pp Dover catalog). New; flawless. See scans. L90. Seller Inventory # 62672
Stock Image
Foundations of Stochastic Analysis
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEOCT25-95908
Stock Image
Foundations of Stochastic Analysis (Dover Books on Mathematics)
Published by
Dover Publications Inc., 2011
ISBN 10: 0486481220
ISBN 13: 9780486481227
Used
kartoniert kartoniert
Seller: Antiquariat Bernhardt, Kassel, Germany
Seller rating 5 out of 5 stars
kartoniert kartoniert. Condition: Sehr gut. 295 Seiten, mit Abbildungen, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 330. Seller Inventory # 494697
Buy Used
US$ 64.48
US$ 58.01 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available