Micheas Theory of Stochastic Objects

Probability, Stochastic Processes and Inference
1. Auflage 2018
ISBN: 978-1-4665-1522-2
Verlag: Taylor & Francis
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 408 Seiten

Reihe: Chapman & Hall/CRC Texts in Statistical Science

This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks. One would need to use one book on Real Analysis, one on Measure and/or Probability theory, one in Stochastic processes, and at least one on Statistics to capture the detail and depth of material that has gone into this text.

The book is targeted towards students at the master’s and Ph.D. levels, as well as, academicians in the mathematics, statistics and related disciplines. Basic knowledge of calculus and matrix algebra is required. Prior knowledge of probability or measure theory is welcomed but not necessary.

Autoren/Hrsg.

Micheas, Athanasios Christou

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Bayesianische Inferenz

Inhaltsverzeichnis

Rudimentary Models and Simulation Methods

Statistical Inference

Measure and Integration Theory

Probability Theory

Convergence of Random Objects

Random Sequences

Stochastic Processes

Appendix

Über Autor(innen)

Athanasios Christou Micheas is Associate Professor of Statistics at the University of Missouri.