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Springer Texts in Statistics

Independence, Interchangeability, Martingales

By: Yuan Shih Chow, Henry Teicher

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Hardcover | 11 September 1997 | Edition Number 3

At a Glance

Hardcover
516 Pages

Edition Type
Revised

Dimensions(cm)
23.39 x 15.6 x 2.87

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$149.01

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Comprising the major theorems of probability theory and the measure theoretical foundations of the subject, the main topics treated here 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 familiar with measure theory using the guidelines given.

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 Walds equation

- Limit theorems for martingale arrays; the central limit theorem for the interchangeable and martingale cases; moment convergence in 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 theorem and factor-closed families of distributions.

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You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Probability & Statistics

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Published: 17th October 2003

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Preface to the Third Edition
Preface to the Second Edition
Preface to the First Edition
List of Abbreviations
List of Symbols and Conventions
Classes of Sets, Measures, and Probability Spaces	p. 1
Binomial Random Variables	p. 30
Independence	p. 54
Integration in a Probability Space	p. 84
Sums of Independent Random Variables	p. 113
Measure Extensions, Lebesgue-Stieltjes Measure, Kolmogorov Consistency Theorem	p. 165
Conditional Expectation, Conditional Independence, Introduction to Martingales	p. 210
Distribution Functions and Characteristic Functions	p. 270
Central Limit Theorems	p. 313
Limit Theorems for Independent Random Variables	p. 354
Martingales	p. 404
Infinitely Divisible Laws	p. 444
Index	p. 479
Table of Contents provided by Blackwell. All Rights Reserved.

Springer Texts in Statistics

Independence, Interchangeability, Martingales

At a Glance

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Paperback

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