David Pollard
Broschiertes Buch

A User's Guide to Measure Theoretic Probability

Versandkostenfrei!
Versandfertig in 1-2 Wochen
51,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
26 °P sammeln!
This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling and the KMT strong approximation, option pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The boo...