Foundations of Stochastic Analysis
Language: English
Published by Dover Publications, Inc., Mineola, NY, 2011
Series: Book 26 of 30 - Probability and Mathematical Statistics
- Softcover
- New
Seller: Singularity Rare & Fine, Baldwinsville, NY, U.S.A.Singularity Rare & Fine
AbeBooks seller since July 24, 2003
Condition: New
£ 19.46
Quantity: 1 available
Add to basketItem description from seller
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
- Title
- Foundations of Stochastic Analysis
- Author
- M.M. Rao
- Publisher
- Dover Publications, Inc., Mineola, NY
- Publication year
- 2011
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0486481220
- ISBN 13
- 9780486481227
- Item weight
- 13 ounces
- Dimensions
- 8vo - over 7¾ - 9¾" tall
- Series
- Book 26 of 30: Probability and Mathematical Statistics
- Seller catalogs
- Mathematics, Textbooks
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.
Singularity Rare & Fine
Baldwinsville, NY, U.S.A.
AbeBooks seller since July 24, 2003
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