A course in probability theory
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| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York and London
Academic Press
1974
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| Ausgabe: | second edition ; Standford University |
| Schriftenreihe: | Probability and mathematical statistics
21 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| 100 | 1 | |a Chung, Kai Lai |d 1917-2009 |0 (DE-588)136125484 |4 aut | |
| 245 | 1 | 0 | |a A course in probability theory |c Kai Lai Chung |
| 250 | |a second edition ; Standford University | ||
| 264 | 1 | |a New York and London |b Academic Press |c 1974 | |
| 300 | |a xii, 365 Seiten | ||
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| 490 | 1 | |a Probability and mathematical statistics |v 21 | |
| 650 | 7 | |a Probabilidade (Estatistica) |2 larpcal | |
| 650 | 4 | |a Probabilités | |
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| 650 | 4 | |a Operations Research | |
| 650 | 4 | |a Probabilities | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 600f 2001 A 10607 0102 MAT 600f 2001 A 10608 |
|---|---|
| DE-BY-TUM_katkey | 476084 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040010684174 040020207667 |
| _version_ | 1820873600656211968 |
| adam_text | Titel: A course in probability theory
Autor: Chung, Kai Lai
Jahr: 1974
Preface vii
Preface to the first edition ix
1 | Distribution function
1.1 Monotone functions 1
1.2 Distribution functions 7
1.3 Absolutely continuous and singular distributions 10
2 | Measure theory
2.1 Classes of sets 15
2.2 Probability measures and their distribution functions
3 | Random variable. Expectation. Independence
3.1 General definitions 32
3.2 Properties of mathematical expectation 39
3.3 Independence 49
4 | Convergence concepts
4.1 Various modes of convergence 64
4.2 Almost sure convergence; Borel-Cantelli lemma 71
4.3 Vague convergence 79
CONTENTS
4.4 Continuation 86
4.5 Uniform integrability; convergence of moments 94
5 | Law of large numbers. Random series
5.1 Simple limit theorems 101
5.2 Weak law of large numbers 107
5.3 Convergence of series 115
5.4 Strong law of large numbers 123
5.5 Applications 131
Bibliographical note 141
6 | Characteristic function
6.1 General properties; convolutions 142
6.2 Uniqueness and inversion 152
6.3 Convergence theorems 160
6.4 Simple applications 166
6.5 Representation theorems 178
6.6 Multidimensional case; Laplace transforms 187
Bibliographical note 195
7 | Central limit theorem and its ramifications
7.1 Liapounov s theorem 196
7.2 Lindeberg-Feller theorem 205
7.3 Ramifications of the central limit theorem 214
7.4 Error estimation 224
7.5 Law of the iterated logarithm 231
7.6 Infinite divisibility 238
Bibliographical note 249
8 | Random walk
8.1 Zero-or-one laws 250
8.2 Basic notions 257
8.3 Recurrence 266
8.4 Fine structure 275
8.5 Continuation 285
Bibliographical note 293
9 | Conditioning. Markov property. Martingale
9.1 Basic properties of conditional expectation 295
9.2 Conditional independence; Markov property 306
9.3 Basic properties of smartingales 318
9.4 Inequalities and convergence 330
9.5 Applications 343
Bibliographical note 356
General Bibliography 358
Index 361
|
| any_adam_object | 1 |
| author | Chung, Kai Lai 1917-2009 |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | second edition ; Standford University |
| format | Book |
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| genre_facet | Einführung |
| id | DE-604.BV002624975 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-23T10:40:15Z |
| institution | BVB |
| isbn | 012174650X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001686872 |
| oclc_num | 793410 |
| open_access_boolean | |
| owner | DE-91G DE-BY-TUM DE-384 DE-473 DE-BY-UBG DE-703 DE-739 DE-355 DE-BY-UBR DE-20 DE-824 DE-29T DE-19 DE-BY-UBM DE-706 DE-83 DE-11 DE-188 |
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| physical | xii, 365 Seiten |
| publishDate | 1974 |
| publishDateSearch | 1974 |
| publishDateSort | 1974 |
| publisher | Academic Press |
| record_format | marc |
| series | Probability and mathematical statistics |
| series2 | Probability and mathematical statistics |
| spellingShingle | Chung, Kai Lai 1917-2009 A course in probability theory Probability and mathematical statistics Probabilidade (Estatistica) larpcal Probabilités Waarschijnlijkheidstheorie gtt Operations Research Probabilities Probability Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| subject_GND | (DE-588)4079013-7 (DE-588)4064324-4 (DE-588)4151278-9 |
| title | A course in probability theory |
| title_auth | A course in probability theory |
| title_exact_search | A course in probability theory |
| title_full | A course in probability theory Kai Lai Chung |
| title_fullStr | A course in probability theory Kai Lai Chung |
| title_full_unstemmed | A course in probability theory Kai Lai Chung |
| title_short | A course in probability theory |
| title_sort | a course in probability theory |
| topic | Probabilidade (Estatistica) larpcal Probabilités Waarschijnlijkheidstheorie gtt Operations Research Probabilities Probability Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| topic_facet | Probabilidade (Estatistica) Probabilités Waarschijnlijkheidstheorie Operations Research Probabilities Probability Wahrscheinlichkeitstheorie Wahrscheinlichkeitsrechnung Einführung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001686872&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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