Foundations of modern probability

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1. Verfasser: Kallenberg, Olav (VerfasserIn)
Format: Buch
Sprache:German
Veröffentlicht: New York [u.a.] Springer 1997
Schriftenreihe:Probability and its applications
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Datensatz im Suchindex

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adam_text OLAV KALLENBERG FOUNDATIONS OF MODERN PROBABILITY SPRINGER CONTENTS 1. ELEMENTS OF MEASURE THEORY 1 A-FIELDS AND MONOTONE CLASSES MEASURABLE FUNCTIONS MEASURES AND INTEGRATION MONOTONE AND DOMINATED CONVERGENCE TRANSFORMATION OF INTEGRALS PRODUCT MEASURES AND FUBINI S THEOREM V-SPACES AND PROJECTION MEASURE SPACES AND KERNELS 2. PROCESSES, DISTRIBUTIONS, AND INDEPENDENCE 22 RANDOM ELEMENTS AND PROCESSES DISTRIBUTIONS AND EXPECTATION INDEPENDENCE ZERO-ONE LAWS BOREL-CANTELLI LEMMA BERNOULLI SEQUENCES AND EXISTENCE MOMENTS AND CONTINUITY OF PATHS 3. RANDOM SEQUENCES, SERIES, AND AVERAGES 39 CONVERGENCE IN PROBABILITY AND IN I? UNIFORM INTEGRABILITY AND TIGHTNESS CONVERGENCE IN DISTRIBUTION CONVERGENCE OF RANDOM SERIES STRONG LAWS OF LARGE NUMBERS PORTMANTEAU THEOREM CONTINUOUS MAPPING AND APPROXIMATION COUPLING AND MEASURABILITY 4. CHARACTERISTIC FUNCTIONS AND CLASSICAL LIMIT THEOREMS 60 UNIQUENESS AND CONTINUITY THEOREM POISSON CONVERGENCE POSITIVE AND SYMMETRIC TERMS LINDEBERG S CONDITION GENERAL GAUSSIAN CONVERGENCE WEAK LAWS OF LARGE NUMBERS DOMAIN OF GAUSSIAN ATTRACTION VAGUE AND WEAK COMPACTNESS 5. CONDITIONING AND DISINTEGRATION 80 CONDITIONAL EXPECTATIONS AND PROBABILITIES REGULAR CONDITIONAL DISTRIBUTIONS VIII FOUNDATIONS OF MODERN PROBABILITY DISINTEGRATION THEOREM CONDITIONAL INDEPENDENCE TRANSFER AND COUPLING DANIELL-KOLMOGOROV THEOREM EXTENSION BY CONDITIONING 6. MARTINGALES AND OPTIONAL TIMES 96 FILTRATIONS AND OPTIONAL TIMES RANDOM TIME-CHANGE MARTINGALE PROPERTY OPTIONAL STOPPING AND SAMPLING MAXIMUM AND UPCROSSING INEQUALITIES MARTINGALE CONVERGENCE, REGULARITY, AND CLOSURE LIMITS OF CONDITIONAL EXPECTATIONS REGULARIZATION OF SUBMARTINGALES 7. MARKOV PROCESSES AND DISCRETE-TIME CHAINS 117 MARKOV PROPERTY AND TRANSITION KERNELS FINITE-DIMENSIONAL DISTRIBUTIONS AND EXISTENCE SPACE HOMOGENEITY AND INDEPENDENCE OF INCREMENTS STRONG MARKOV PROPERTY AND EXCURSIONS INVARIANT DISTRIBUTIONS AND STATIONARITY RECURRENCE AND TRANSIENCE ERGODIC BEHAVIOR OF IRREDUCIBLE CHAINS MEAN RECURRENCE TIMES 8. RANDOM WALKS AND RENEWAL THEORY 136 RECURRENCE AND TRANSIENCE DEPENDENCE ON DIMENSION GENERAL RECURRENCE CRITERIA SYMMETRY AND DUALITY WIENER-HOPF FACTORIZATION LADDER TIME AND HEIGHT DISTRIBUTION STATIONARY RENEWAL PROCESS RENEWAL THEOREM 9. STATIONARY PROCESSES AND ERGODIC THEORY 156 STATIONARITY, INVARIANCE, AND ERGODICITY MEAN AND A.S. ERGODIC THEOREM CONTINUOUS TIME AND HIGHER DIMENSIONS ERGODIC DECOMPOSITION SUBADDITIVE ERGODIC THEOREM PRODUCTS OF RANDOM MATRICES EXCHANGEABLE SEQUENCES AND PROCESSES PREDICTABLE SAMPLING CONTENTS IX 10. POISSON AND PURE JUMP-TYPE MARKOV PROCESSES 176 EXISTENCE AND CHARACTERIZATIONS OF POISSON PROCESSES COX PROCESSES, RANDOMIZATION AND THINNING ONE-DIMENSIONAL UNIQUENESS CRITERIA MARKOV TRANSITION AND RATE KERNELS EMBEDDED MARKOV CHAINS AND EXPLOSION COMPOUND AND PSEUDO-POISSON PROCESSES KOLMOGOROV S BACKWARD EQUATION ERGODIC BEHAVIOR OF IRREDUCIBLE CHAINS 11. GAUSSIAN PROCESSES AND BROWNIAN MOTION 199 SYMMETRIES OF GAUSSIAN DISTRIBUTION EXISTENCE AND PATH PROPERTIES OF BROWNIAN MOTION STRONG MARKOV AND REFLECTION PROPERTIES ARCSINE AND UNIFORM LAWS LAW OF THE ITERATED LOGARITHM WIENER INTEGRALS AND ISONORMAL GAUSSIAN PROCESSES MULTIPLE WIENER-ITO INTEGRALS CHAOS EXPANSION OF BROWNIAN FUNCTIONAL 12. SKOROHOD EMBEDDING AND INVARIANCE PRINCIPLES 220 EMBEDDING OF RANDOM VARIABLES APPROXIMATION OF RANDOM WALKS FUNCTIONAL CENTRAL LIMIT THEOREM LAW OF THE ITERATED LOGARITHM ARCSINE LAWS APPROXIMATION OF RENEWAL PROCESSES EMPIRICAL DISTRIBUTION FUNCTIONS EMBEDDING AND APPROXIMATION OF MARTINGALES 13. INDEPENDENT INCREMENTS AND INFINITE DIVISIBILITY 234 REGULARITY AND JUMP STRUCTURE LEVY REPRESENTATION INDEPENDENT INCREMENTS AND INFINITE DIVISIBILITY STABLE PROCESSES CHARACTERISTICS AND CONVERGENCE CRITERIA APPROXIMATION OF LEVY PROCESSES AND RANDOM WALKS LIMIT THEOREMS FOR NULL ARRAYS CONVERGENCE OF EXTREMES 14. CONVERGENCE OF RANDOM PROCESSES, MEASURES, AND SETS 255 RELATIVE COMPACTNESS AND TIGHTNESS UNIFORM TOPOLOGY ON C(K, S) SKOROHOD S J -TOPOLOGY X FOUNDATIONS OF MODERN PROBABILITY EQUICONTINUITY AND TIGHTNESS CONVERGENCE OF RANDOM MEASURES SUPERPOSITION AND THINNING EXCHANGEABLE SEQUENCES AND PROCESSES SIMPLE POINT PROCESSES AND RANDOM CLOSED SETS 15. STOCHASTIC INTEGRALS AND QUADRATIC VARIATION 275 CONTINUOUS LOCAL MARTINGALES AND SEMIMARTINGALES QUADRATIC VARIATION AND COVARIATION EXISTENCE AND BASIC PROPERTIES OF THE INTEGRAL INTEGRATION BY PARTS AND LTD S FORMULA FISK-STRATONOVICH INTEGRAL APPROXIMATION AND UNIQUENESS RANDOM TIME-CHANGE DEPENDENCE ON PARAMETER 16. CONTINUOUS MARTINGALES AND BROWNIAN MOTION 296 MARTINGALE CHARACTERIZATION OF BROWNIAN MOTION RANDOM TIME-CHANGE OF MARTINGALES ISOTROPIC LOCAL MARTINGALES INTEGRAL REPRESENTATIONS OF MARTINGALES ITERATED AND MULTIPLE INTEGRALS CHANGE OF MEASURE AND GIRSANOV S THEOREM CAMERON-MARTIN THEOREM WALD S IDENTITY AND NOVIKOV S CONDITION 17. FELLER PROCESSES AND SEMIGROUPS 313 SEMIGROUPS, RESOLVENTS, AND GENERATORS CLOSURE AND CORE HILLE-YOSIDA THEOREM EXISTENCE AND REGULARIZATION STRONG MARKOV PROPERTY CHARACTERISTIC OPERATOR DIFFUSIONS AND ELLIPTIC OPERATORS CONVERGENCE AND APPROXIMATION 18. STOCHASTIC DIFFERENTIAL EQUATIONS AND MARTINGALE PROBLEMS 335 LINEAR EQUATIONS AND ORNSTEIN-UHLENBECK PROCESSES STRONG EXISTENCE, UNIQUENESS, AND NONEXPLOSION CRITERIA WEAK SOLUTIONS AND LOCAL MARTINGALE PROBLEMS WELL-POSEDNESS AND MEASURABILITY PATHWISE UNIQUENESS AND FUNCTIONAL SOLUTION WEAK EXISTENCE AND CONTINUITY CONTENTS XI TRANSFORMATIONS OF SDES STRONG MARKOV AND FELLER PROPERTIES 19. LOCAL TIME, EXCURSIONS, AND ADDITIVE FUNCTIONALS 350 TANAKA S FORMULA AND SEMIMARTINGALE LOCAL TIME OCCUPATION DENSITY, CONTINUITY AND APPROXIMATION REGENERATIVE SETS AND PROCESSES EXCURSION LOCAL TIME AND POISSON PROCESS RAY-KNIGHT THEOREM EXCESSIVE FUNCTIONS AND ADDITIVE FUNCTIONALS LOCAL TIME AT REGULAR POINT ADDITIVE FUNCTIONALS OF BROWNIAN MOTION 20. ONE-DIMENSIONAL SDES AND DIFFUSIONS 371 WEAK EXISTENCE AND UNIQUENESS PATHWISE UNIQUENESS AND COMPARISON SCALE FUNCTION AND SPEED MEASURE TIME-CHANGE REPRESENTATION BOUNDARY CLASSIFICATION ENTRANCE BOUNDARIES AND FELLER PROPERTIES RATIO ERGODIC THEOREM RECURRENCE AND ERGODICITY 21. PDE-CONNECTIONS AND POTENTIAL THEORY 390 BACKWARD EQUATION AND FEYNMAN-KAC FORMULA UNIQUENESS FOR SDES FROM EXISTENCE FOR PDES HARMONIC FUNCTIONS AND DIRICHLET S PROBLEM GREEN FUNCTIONS AS OCCUPATION DENSITIES SWEEPING AND EQUILIBRIUM PROBLEMS DEPENDENCE ON CONDUCTOR AND DOMAIN TIME REVERSAL CAPACITIES AND RANDOM SETS 22. PREDICTABILITY, COMPENSATION, AND EXCESSIVE FUNCTIONS 409 ACCESSIBLE AND PREDICTABLE TIMES NATURAL AND PREDICTABLE PROCESSES DOOB-MEYER DECOMPOSITION QUASI-LEFT- CONTINUITY COMPENSATION OF RANDOM MEASURES EXCESSIVE AND SUPERHARMONIC FUNCTIONS ADDITIVE FUNCTIONALS AS COMPENSATORS RIESZ DECOMPOSITION XII FOUNDATIONS OF MODEM PROBABILITY 23. SEMIMARTINGALES AND GENERAL STOCHASTIC INTEGRATION 433 PREDICTABLE COVARIATION AND L 2 -INTEGRAL SEMIMARTINGALE INTEGRAL AND COVARIATION GENERAL SUBSTITUTION RULE DOLEANS EXPONENTIAL AND CHANGE OF MEASURE NORM AND EXPONENTIAL INEQUALITIES MARTINGALE INTEGRAL DECOMPOSITION OF SEMIMARTINGALES QUASI-MARTINGALES AND STOCHASTIC INTEGRATORS APPENDICES 455 AL. HARD RESULTS IN MEASURE THEORY A2. SOME SPECIAL SPACES HISTORICAL AND BIBLIOGRAPHICAL NOTES 464 BIBLIOGRAPHY 486 INDICES 509 AUTHORS TERMS AND TOPICS SYMBOLS
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series2 Probability and its applications
spellingShingle Kallenberg, Olav
Foundations of modern probability
Probabilidades
Probabilities
Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
subject_GND (DE-588)4079013-7
title Foundations of modern probability
title_auth Foundations of modern probability
title_exact_search Foundations of modern probability
title_full Foundations of modern probability Olav Kallenberg
title_fullStr Foundations of modern probability Olav Kallenberg
title_full_unstemmed Foundations of modern probability Olav Kallenberg
title_short Foundations of modern probability
title_sort foundations of modern probability
topic Probabilidades
Probabilities
Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd
topic_facet Probabilidades
Probabilities
Wahrscheinlichkeitstheorie
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