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简介
A Basic Course in Measure and Probability Theory for Applications: Theory for Applications 豆 0.0分
资源最后更新于 2020-09-05 22:05:57
作者：Leadbetter, Ross
出版社：Cambridge University Press
出版日期：2014-01
ISBN：9781107652521
文件格式： pdf
简介· · · · · ·
Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit th...
目录
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.
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