Ross Leadbetter (Chapel Hill University of North Carolina), Stamatis Cambanis (Chapel Hill University of North Carolina), Vladas Pipiras (Chapel Hill University of North Carolina)

A Basic Course in Measure and Probability

Theory for Applications

• Gebundenes Buch

Produktbeschreibung

This concise introduction covers all of the measure theory and probability most useful for statisticians. Originating from the authors' own graduate course, it is perfect for a two-term course or for self-study. It is especially useful to graduate students in related fields who want to shore up their mathematical foundation.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 376
• Erscheinungstermin: 13. August 2014
• Englisch
• Abmessung: 235mm x 157mm x 25mm
• Gewicht: 722g
• ISBN-13: 9781107020405
• ISBN-10: 1107020409
• Artikelnr.: 40452629

Autorenporträt

Ross Leadbetter is Professor of Statistics and Operations Research at the University of North Carolina, Chapel Hill. His research involves stochastic process theory and applications, point processes, and particularly extreme value and risk theory for stationary sequences and processes.

Inhaltsangabe

Preface
Acknowledgements
1. Point sets and certain classes of sets
2. Measures: general properties and extension
3. Measurable functions and transformations
4. The integral
5. Absolute continuity and related topics
6. Convergence of measurable functions, Lp-spaces
7. Product spaces
8. Integrating complex functions, Fourier theory and related topics
9. Foundations of probability
10. Independence
11. Convergence and related topics
12. Characteristic functions and central limit theorems
13. Conditioning
14. Martingales
15. Basic structure of stochastic processes
References
Index.