Probability theory [electronic resource] : a comprehensive course / Achim Klenke
- Author
- Klenke, Achim
- Uniform Title
- Wahrscheinlichkeitstheorie. English
- Published
- London : Springer, [2008]
- Copyright Date
- ©2008
- Physical Description
- 1 volume
- Additional Creators
- SpringerLink (Online service)
Access Online
- Online version: ezaccess.libraries.psu.edu
- Series
- Contents
- Basic Measure Theory -- Independence -- Generating Functions -- The Integral -- Moments and Laws of Large Numbers -- Convergence Theorems -- L-Spaces and the Radon-Nikodym Theorem -- Conditional Expectations -- Martingales -- Optional Sampling Theorems -- Martingale Convergence Theorems and Their Applications -- Backwards Martingales and Exchangeability -- Convergence of Measures -- Probability Measures on Product Spaces -- Characteristic Functions and the Central Limit Theorem -- Infinitely Divisible Distributions -- Markov Chains -- Convergence of Markov Chains -- Markov Chains and Electrical Networks -- Ergodic Theory -- Brownian Motion -- Law of the Iterated Logarithm -- Large Deviations -- The Poisson Point Process -- The Ito Integral -- Stochastic Differential Equations
- Subject(s)
- ISBN
- 9781848000483
- Note
- Description based on print version record.
AVAILABLE ONLINE TO AUTHORIZED PSU USERS. - Bibliography Note
- Includes bibliographical references (pages [591]-598) and indexes.
- Reproduction Note
- Electronic reproduction. Berlin : Springer, 2008. Mode of access: World Wide Web. Available via SpringerLink.
View MARC record | catkey: 4569466