Probability Theory III (e-bok)
Fler böcker inom
Format
E-bok
Filformat
PDF med Adobe-kryptering
Om Adobe-kryptering
PDF-böcker lämpar sig inte för läsning på små skärmar, t ex mobiler.
Nedladdning
Kan laddas ned under 24 månader, dock max 3 gånger.
Språk
Engelska
Utgivningsdatum
2013-03-14
Förlag
Springer Berlin Heidelberg
Översättare
P B Slater
ISBN
9783662036402
Probability Theory III (e-bok)

Probability Theory III (e-bok)

Stochastic Calculus

E-bok (PDF - DRM), Engelska, 2013-03-14
1369
Laddas ned direkt
Läs i vår app för iPhone, iPad och Android
Preface In the axioms of probability theory proposed by Kolmogorov the basic "e;probabilistic"e; object is the concept of a probability model or probability space. This is a triple (n, F, P), where n is the space of elementary events or outcomes, F is a a-algebra of subsets of n announced by the events and P is a probability measure or a probability on the measure space (n, F). This generally accepted system of axioms of probability theory proved to be so successful that, apart from its simplicity, it enabled one to embrace the classical branches of probability theory and, at the same time, it paved the way for the development of new chapters in it, in particular, the theory of random (or stochastic) processes. In the theory of random processes, various classes of processes have been studied in depth. Theories of processes with independent increments, Markov processes, stationary processes, among others, have been constructed. In the formation and development of the theory of random processes, a significant event was the realization that the construction of a "e;general theory of ran- dom processes"e; requires the introduction of a flow of a-algebras (a filtration) F = (Ftk::o supplementing the triple (n, F, P), where F is interpreted as t the collection of events from F observable up to time t.
Visa hela texten

Kundrecensioner

Har du läst boken? Sätt ditt betyg »