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Probability Theory: Independence, Interchangeability, Martingales

By Yuan Shih Chow, Henry Teicher

& 8220;This is a text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability,and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability. It is easily adapted for graduate students familar with measure theory as indicated by the guidelines in the preface. Special features include: . A comprehensive treatment of the law of the iterated logarithm . The Marcinklewicz-Zygmund inequality, its extension to martingales and applications thereof . Development and applications of the second moment analogue of Wald's equation . Limit theorems for martingale arrays; the central limit theorem for the interchangeable and martingale cases; moment convergence i! n the central limit theorem . Complete discussion, including central limit theorem, of the random casting of r balls into n cells . Recent martingale inequalities . Cram r-L vy theore and factor-closed families of distributions This edition includes a section dealing with U-statistic, adds additional theorems and examples, and includes simpler versions of some proofs.

& 8221;

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	Science/Engineering Probability with Martingales (Cambridge Mathematical Textbooks) ISBN: 0521406056Title: Probability with Martingales (Cambridge Mathematical Textbooks)Author: David WilliamsPublisher: Cambridge University PressPublication Date: 1991-02-22Number Of Pages: 272Average Amazon Rating: 4.04.2 Mb djvuThis is a ...
	Science/Engineering Martingales and Markov Chains: Solved Exercises and Elements of Theory Paolo Baldi, Laurent Mazliak, Pierre Priouret “Martingales and Markov Chains: Solved Exercises and Elements of Theory" Chapman & Hall/CRC \| 2002-04-26 \| ISBN: 1584883294 \| 200 pages \| Djvu \| 1,5 MB A thorough grounding in Markov chains ...
	Science/Engineering Statistical Independence in Probability Analysis and Number Theory (Carus Mathematical Monographs, No 12) Marc Kac, "Statistical Independence in Probability Analysis and Number Theory (Carus Mathematical Monographs, No 12)" Mathematical Assn of America \| 1959 \| ISBN: 0883850125 \| 105 pages \| PDF \| 2,6 MB ReviewA masterly celebration of the ...
	Science/Engineering Probability Theory: Independence, Interchangeability, Martingales (Springer Texts in Statistics) Yuan Shih Chow, Henry Teicher,"Probability Theory: Independence, Interchangeability, Martingales"Springer \| October 17, 2003 \| PDF \| ISBN: 0387406077 \| 488 pages \| 1.6mbThis is a text comprising the major theorems of probability theory and ...
	Study Probabilities and Potential B. Theory of Martingales Mathematics Studies Probabilities and Potential B. Theory of Martingales Mathematics Studies Publisher: Elsevier Science Ltd \| ISBN: 0444865268 \| edition 1982 \| PDF \| 482 pages \| 13,1 mbProbabilities and Potential B. Theory of Martingales Mathematics Studies ...
	Technical Models for Probability and Statistical Inference: Theory and Applications (Wiley Series in Probability and Statistics) ISBN: 0470073721 Publisher: Wiley-Interscience Author: James H. StapletonDescription:This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readers Models for Probability and Statistical Inference ...

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	Science/Engineering Probability with Martingales (Cambridge Mathematical Textbooks) ISBN: 0521406056Title: Probability with Martingales (Cambridge Mathematical Textbooks)Author: David WilliamsPublisher: Cambridge University PressPublication Date: 1991-02-22Number Of Pages: 272Average Amazon Rating: 4.04.2 Mb djvuThis is a ...
	Science/Engineering Martingales and Markov Chains: Solved Exercises and Elements of Theory Paolo Baldi, Laurent Mazliak, Pierre Priouret “Martingales and Markov Chains: Solved Exercises and Elements of Theory" Chapman & Hall/CRC \| 2002-04-26 \| ISBN: 1584883294 \| 200 pages \| Djvu \| 1,5 MB A thorough grounding in Markov chains ...
	Science/Engineering Statistical Independence in Probability Analysis and Number Theory (Carus Mathematical Monographs, No 12) Marc Kac, "Statistical Independence in Probability Analysis and Number Theory (Carus Mathematical Monographs, No 12)" Mathematical Assn of America \| 1959 \| ISBN: 0883850125 \| 105 pages \| PDF \| 2,6 MB ReviewA masterly celebration of the ...
	Science/Engineering Probability Theory: Independence, Interchangeability, Martingales (Springer Texts in Statistics) Yuan Shih Chow, Henry Teicher,"Probability Theory: Independence, Interchangeability, Martingales"Springer \| October 17, 2003 \| PDF \| ISBN: 0387406077 \| 488 pages \| 1.6mbThis is a text comprising the major theorems of probability theory and ...
	Study Probabilities and Potential B. Theory of Martingales Mathematics Studies Probabilities and Potential B. Theory of Martingales Mathematics Studies Publisher: Elsevier Science Ltd \| ISBN: 0444865268 \| edition 1982 \| PDF \| 482 pages \| 13,1 mbProbabilities and Potential B. Theory of Martingales Mathematics Studies ...
	Technical Models for Probability and Statistical Inference: Theory and Applications (Wiley Series in Probability and Statistics) ISBN: 0470073721 Publisher: Wiley-Interscience Author: James H. StapletonDescription:This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readers Models for Probability and Statistical Inference ...

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