M M Rao

Conditional Measures and Applications

• Gebundenes Buch

Produktbeschreibung

The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability to link theory with practical applications. The author covers applications in sufficiency, Markov processes, and martingales. He also illustrates the difficulties in calculating conditional expectations for continuous multivariate distributions and methods for correct solutions in such cases. Each chapter concludes with several open-ended problems that reinforce principles and promote practical problem solving.

Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• 2nd edition
• Seitenzahl: 506
• Erscheinungstermin: 1. April 2005
• Englisch
• Abmessung: 215mm x 142mm x 32mm
• Gewicht: 794g
• ISBN-13: 9781574445930
• ISBN-10: 1574445936
• Artikelnr.: 21267088

Autorenporträt

M.M. Rao

Inhaltsangabe

Preface to the Second Edition. Preface to the First Edition. The Concept of
Conditioning. The Kolmogorov Formulation and Its Properties. Computational
Problems Associated with Conditioning. An Axiomatic Approach to Conditional
Probability. Regularity of Conditional Measures. Sufficiency. Abstraction
of Kolmogorov's Formulation. Products of Conditional Measures. Applications
to Martingales and Markov Processes. Applications to Modern Analysis.
Conditioning in General Structures. References. Notations. Author Index.
Subject Index.