G. A. Edgar

Stopping Times and Directed Processes (eBook, PDF)

• Format: PDF

Produktbeschreibung

The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Cambridge University Press
• Erscheinungstermin: 28. August 1992
• Englisch
• ISBN-13: 9780511828690
• Artikelnr.: 39940279

Inhaltsangabe

Introduction
1. Stopping times
2. Infinite measure and Orlicz spaces
3. Inequalities
4. Directed index set
5. Banach-valued random variables
6. Martingales
7. Derivation
8. Pointwise ergodic theorems
9. Multiparameter processes
References
Index.