Probability Theory: Independence, Interchangeability, Martingales

Paperback | October 17, 2003

byYuan Shih Chow, Henry Teicher

not yet rated|write a review
Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familiar with measure theory using the guidelines given. Special features include: - A comprehensive treatment of the law of the iterated logarithm - The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof - Development and applications of the second moment analogue of Walds equation - Limit theorems for martingale arrays; the central limit theorem for the interchangeable and martingale cases; moment convergence in the central limit theorem - Complete discussion, including central limit theorem, of the random casting of r balls into n cells - Recent martingale inequalities - Cram r-L vy theorem and factor-closed families of distributions.

Pricing and Purchase Info

$92.97 online
$103.95 list price (save 10%)
In stock online
Ships free on orders over $25

From the Publisher

Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here are independence, interchangeability, and martingales. Particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of...

Format:PaperbackDimensions:510 pages, 9.25 × 6.1 × 0.27 inPublished:October 17, 2003Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0387406077

ISBN - 13:9780387406077

Look for similar items by category:

Customer Reviews of Probability Theory: Independence, Interchangeability, Martingales

Reviews

Extra Content

Table of Contents

Classes of Sets, Measures,and Probability Spaces.- Binomial Random Variables.- Independence.- Integration in a Probability Space.- Sums of Independent Random Variables.- Measure Extensions, Lebesgue-Stieltjes Measure, Kolmogorov Consistency Theorem.- Conditional Expectation, Conditional Independence, Introduction to Martingales.- Distribution Functions and Characteristic Functions.- Central Limit Theorems.- Limit Theorems for Independent Random Variables.- Martingales.- Infinitely Divisible Laws.-Index.