Springer Texts in Statistics

Independence, Interchangeability, Martingales

By: Henry Teicher, Yuan Shih Chow

Write A Review

Paperback | 17 October 2003 | Edition Number 3

At a Glance

Paperback
512 Pages

Edition Type
Revised

Dimensions(cm)
23.39 x 15.6 x 2.62

Paperback

$158.75

or 4 interest-free payments of $39.69 with

Ships in 10 to 15 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $49.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.

Defective items

If there is a problem with any of the items received for your order then the Booktopia Customer Care team is ready to assist you.

For more info please visit our Help Centre.

You Can Find This Book In

Non-Fiction Mathematics Probability & Statistics Applied Mathematics Stochastics

Other Editions and Formats

Hardcover

Published: 11th September 1997

View Product

Classes of Sets, Measures,and Probability Spaces
Binomial Random Variables
Independence
Integration in a Probability Space
Sums of Independent Random Variables
Measure Extensions, Lebesgue-Stieltjes Measure, Kolmogorov Consistency Theorem
Conditional Expectation, Conditional Independence, Introduction to Martingales
Distribution Functions and Characteristic Functions
Central Limit Theorems
Limit Theorems for Independent Random Variables
Martingales
Infinitely Divisible Laws
Index
Table of Contents provided by Publisher. All Rights Reserved.

Springer Texts in Statistics

Independence, Interchangeability, Martingales

At a Glance

Paperback

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Hardcover

More in Stochastics

Stochastic Control in Energy, Environmental and Resource Management Applications

Emerging Methodologies and Applications in Modelling, Identification and Control

Networks

Probability and Statistics

Game Theory

2nd edition

Introduction to Stochastic Processes

2nd Edition

Markov Chain Monte Carlo

Stochastic Simulation for Bayesian Inference

Markov Chain Monte Carlo

Stochastic Simulation for Bayesian Inference

Stochastic Navier-Stokes Equations on Spheres and Spherical Shells

Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series

Copula Models for Dependent Competing Risks

Theory and applications in economics, engineering and medicine

Logistic Regression

Bridging Theory and Practice

Occupancy Estimation and Modeling

Inferring Patterns and Dynamics of Species Occurrence

Introduction To Stochastic Calculus With Applications (Third Edition)

A Guide to Generalized Functions

Linear, Nonlinear, Random, and Infinite Dimensional Distributions

Understanding Markov Chains

Examples and Applications

Mathematics of Epidemics on Networks

From Exact to Approximate Models

From Classical Analysis to Analysis on Fractals

A Tribute to Robert Strichartz, Volume 2

Facets of Contemporary Analysis, Geometry and Non-Euclidean Statistics

HeKKSaGOn Mathematics Group Meetings, Kyoto and Sendai, September 2023

Models for Longitudinal Data with Applications to Early Warning Systems

Workshops of the PRIN Project, Perugia, Italy, 19 September 2024, 11 September 2025 and 23 January 2026

Analysis and Geometry of Random Fields

Springer INdAM Series

Approximations to Probabilistic Characteristics of Stochastic Differential Equations

Lecture Notes in Mathematics

Branching Processes and Related Fields

Lecture Notes in Statistics

Applied Stochastic Modeling

Synthesis Lectures on Mathematics & Statistics

Mathematical Structures I—Stochastic and Analytic Structures with Applications

Exploring the World of Mathematical Structures Workshop, Vasteras, Sweden, May 14-16, 2024

Exploring Information Geometry

Recent Advances and Connections to Topological Field Theory

Data-Based Mechanistic Modelling, Forecasting and Control

The Art and Craft

This product is categorised by