Buch, Englisch, Band 7, 435 Seiten, Format (B × H): 154 mm x 234 mm, Gewicht: 610 g
Buch, Englisch, Band 7, 435 Seiten, Format (B × H): 154 mm x 234 mm, Gewicht: 610 g
Reihe: Classics in Applied Mathematics
ISBN: 978-0-89871-296-4
Verlag: Society for Industrial and Applied Mathematics
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Introduction; 2. Mathematical framework; 3. Independence; 4. Conditional probability and conditional expectation; 5. Martingales; 6. Stationary processes and the ergodic theorem; 7. Markov chains; 8. Convergence in distribution and the tools thereof; 9. The one-dimensional central limit problem; 10. The renewal theorem and local limit theorem; 11. Multidimensional central limit theorem and Gaussian processes; 12. Stochastic processes and Brownian motion; 13. Invariance theorems; 14. Martingales and processes with stationary, independent increments; 15. Markov processes, introduction and pure jump case; 16. Diffusions; Appendix; Bibliography; Index.