Foundations of Stochastic Analysis

Foundations of Stochastic Analysis
Author :
Publisher : Courier Corporation
Total Pages : 322
Release :
ISBN-10 : 9780486481227
ISBN-13 : 0486481220
Rating : 4/5 (220 Downloads)

Book Synopsis Foundations of Stochastic Analysis by : M. M. Rao

Download or read book Foundations of Stochastic Analysis written by M. M. Rao and published by Courier Corporation. This book was released on 2011-01-01 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume considers fundamental theories and contrasts the natural interplay between real and abstract methods. Starting with the introduction of the basic Kolmogorov-Bochner existence theorem, the text explores conditional expectations and probabilities as well as projective and direct limits. Subsequent chapters examine several aspects of discrete martingale theory, including applications to ergodic theory, likelihood ratios, and the Gaussian dichotomy theorem. Prerequisites include a standard measure theory course. No prior knowledge of probability is assumed; therefore, most of the results are proved in detail. Each chapter concludes with a problem section that features many hints and facts, including the most important results in information theory.


Foundations of Stochastic Analysis Related Books

Foundations of Stochastic Analysis
Language: en
Pages: 322
Authors: M. M. Rao
Categories: Mathematics
Type: BOOK - Published: 2011-01-01 - Publisher: Courier Corporation

GET EBOOK

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o
Pattern Theory
Language: en
Pages: 422
Authors: David Mumford
Categories: Computers
Type: BOOK - Published: 2010-08-09 - Publisher: CRC Press

GET EBOOK

Pattern theory is a distinctive approach to the analysis of all forms of real-world signals. At its core is the design of a large variety of probabilistic model
Real and Stochastic Analysis
Language: en
Pages: 422
Authors: M. M. Rao
Categories: Mathematics
Type: BOOK - Published: 2004-09-23 - Publisher: Springer Science & Business Media

GET EBOOK

The interplay between functional and stochastic analysis has wide implications for problems in partial differential equations, noncommutative or "free" probabil
Introduction to Modeling and Analysis of Stochastic Systems
Language: en
Pages: 323
Authors: V. G. Kulkarni
Categories: Mathematics
Type: BOOK - Published: 2010-11-03 - Publisher: Springer

GET EBOOK

This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made avai
Real Analysis and Probability
Language: en
Pages: 570
Authors: R. M. Dudley
Categories: Mathematics
Type: BOOK - Published: 2002-10-14 - Publisher: Cambridge University Press

GET EBOOK

This classic text offers a clear exposition of modern probability theory.