Yuen-Kwok Chan

Foundations of Constructive Probability Theory

• Gebundenes Buch

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 628
• Erscheinungstermin: 27. Mai 2021
• Englisch
• Abmessung: 240mm x 161mm x 41mm
• Gewicht: 1215g
• ISBN-13: 9781108835435
• ISBN-10: 1108835430
• Artikelnr.: 61990486

Autorenporträt

Yuen-Kwok Chan completed a Ph.D. in Constructive mathematics with Errett Bishop before leaving academia for a career in private industry. He is now an independent researcher in Probability and its applications.

Inhaltsangabe

Part I. Introduction and Preliminaries: 1. Introduction
2. Preliminaries
3. Partition of unity
Part II. Probability Theory: 4. Integration and measure
5. Probability space
Part III. Stochastic Process: 6. Random field and stochastic process
7. Measurable random field
8. Martingale
9. a.u. continuous process
10. a.u. càdlàg process
11. Markov process
Appendix A. Inverse function theorem
Appendix B. Change of integration variables
Appendix C. Taylor's theorem
References
Index.