A User's Guide to Measure Theoretic Probability

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A User's Guide to Measure Theoretic Probability.pdf (39.3 MB)

2015-3-7 11:01:58 上传

作者：David Pollard

出版社: Cambridge University Press (2001年12月10日)
丛书名: Cambridge Series in Statistical and Probabilistic Mathematics
平装: 366页
目录1. Motivation; 2. A modicum of measure theory; 3. Densities and derivatives; 4. Product spaces and independence; 5. Conditioning; 6. Martingale et al; 7. Convergence in distribution; 8. Fourier transforms; 9. Brownian motion; 10. Representations and couplings; 11. Exponential tails and the law of the iterated logarithm; 12. Multivariate normal distributions; Appendix A. Measures and integrals; Appendix B. Hilbert spaces; Appendix C. Convexity; Appendix D. Binomial and normal distributions; Appendix E. Martingales in continuous time; Appendix F. Generalized sequences.

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关键词：Probability Theoretic bability Measure Ability University Series 出版社

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