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Bibliographic Details
Main Authors:	Jacod, Jean 1944- (Author), Protter, Philip E. 1949- (Author)
Format:	Book
Language:	English
Published:	Berlin [u.a.] Springer 2003
Edition:	2. ed.
Series:	Universitext
Subjects:	PROBABILIDADE PROCESSOS ESTOCASTICOS Waarschijnlijkheidstheorie Probabilities Wahrscheinlichkeitstheorie
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009998877&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Physical Description:	X, 254 S.
ISBN:	3540438718

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Record in the Search Index

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adam_text	JEAN JACOD PHILIP PROTTER PROBABILITY ESSENTIALS SECOND EDITION SPRINGER TABLE OF CONTENTS 1. INTRODUCTION 1 2. AXIOMS OF PROBABILITY 7 3. CONDITIONAL PROBABILITY AND INDEPENDENCE 15 4. PROBABILITIES ON A FINITE OR COUNTABLE SPACE 21 5. RANDOM VARIABLES ON A COUNTABLE SPACE 27 6. CONSTRUCTION OF A PROBABILITY MEASURE 35 7. CONSTRUCTION OF A PROBABILITY MEASURE ON R 39 8. RANDOM VARIABLES 47 9. INTEGRATION WITH RESPECT TO A PROBABILITY MEASURE 51 10. INDEPENDENT RANDOM VARIABLES 65 11. PROBABILITY DISTRIBUTIONS ON R 77 12. PROBABILITY DISTRIBUTIONS ON R* 87 13. CHARACTERISTIC FUNCTIONS 103 14. PROPERTIES OF CHARACTERISTIC FUNCTIONS ILL 15. SUMS OF INDEPENDENT RANDOM VARIABLES 117 16. GAUSSIAN RANDOM VARIABLES (THE NORMAL AND THE MULTIVARIATE NORMAL DISTRIBUTIONS) 125 17. CONVERGENCE OF RANDOM VARIABLES 141 18. WEAK CONVERGENCE 151 X TABLE OF CONTENTS 19. WEAK CONVERGENCE AND CHARACTERISTIC FUNCTIONS 167 20. THE LAWS OF LARGE NUMBERS 173 21. THE CENTRAL LIMIT THEOREM 181 22. L 2 AND HILBERT SPACES 189 23. CONDITIONAL EXPECTATION 197 24. MARTINGALES 211 25. SUPERMARTINGALES AND SUBMARTINGALES 219 26. MARTINGALE INEQUALITIES 223 27. MARTINGALE CONVERGENCE THEOREMS 229 28. THE RADON-NIKODYM THEOREM 243 REFERENCES 249 INDEX 251
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discipline	Mathematik Wirtschaftswissenschaften
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indexdate	2024-12-20T11:07:28Z
institution	BVB
isbn	3540438718
language	English
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physical	X, 254 S.
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publisher	Springer
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spellingShingle	Jacod, Jean 1944- Protter, Philip E. 1949- Probability essentials PROBABILIDADE larpcal PROCESSOS ESTOCASTICOS larpcal Waarschijnlijkheidstheorie gtt Probabilities Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
subject_GND	(DE-588)4079013-7
title	Probability essentials
title_auth	Probability essentials
title_exact_search	Probability essentials
title_full	Probability essentials Jean Jacod ; Philip Protter
title_fullStr	Probability essentials Jean Jacod ; Philip Protter
title_full_unstemmed	Probability essentials Jean Jacod ; Philip Protter
title_short	Probability essentials
title_sort	probability essentials
topic	PROBABILIDADE larpcal PROCESSOS ESTOCASTICOS larpcal Waarschijnlijkheidstheorie gtt Probabilities Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
topic_facet	PROBABILIDADE PROCESSOS ESTOCASTICOS Waarschijnlijkheidstheorie Probabilities Wahrscheinlichkeitstheorie
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009998877&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT jacodjean probabilityessentials AT protterphilipe probabilityessentials

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