Foundations of Stochastic Analysis is popular PDF and ePub book, written by M. M. Rao in 2011-01-01, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Foundations of Stochastic Analysis can be Read Online from any device for your convenience.
Foundations of Stochastic Analysis Book PDF Summary
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.
Detail Book of Foundations of Stochastic Analysis PDF
- Author : M. M. Rao
- Release : 01 January 2011
- Publisher : Courier Corporation
- ISBN : 9780486481227
- Genre : Mathematics
- Total Page : 322 pages
- Language : English
- PDF File Size : 19,6 Mb
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