000 03534cam a2200433Ki 4500
001 ocn876589188
003 OCoLC
005 20190328114807.0
006 m o d
007 cr cnu---unuuu
008 140414s2014 ne ob 001 0 eng d
040 _aOPELS
_beng
_erda
_epn
_cOPELS
_dYDXCP
_dUKMGB
_dTEFOD
_dOCLCF
_dOCLCQ
_dTEFOD
_dOCLCQ
_dU3W
_dD6H
_dOTZ
_dYDX
_dWYU
016 7 _a016709723
_2Uk
020 _a9780128002902
_q(electronic bk.)
020 _a0128002905
_q(electronic bk.)
020 _z9780128000427
035 _a(OCoLC)876589188
050 4 _aQA273
_b.R864 2014eb
082 0 4 _a519.2
_223
100 1 _aRoussas, George G.,
_eauthor.
245 1 3 _aAn introduction to measure-theoretic probability /
_h[electronic resource]
_cby George G. Roussas.
250 _a2nd ed.
264 1 _aAmsterdam ;
_aNew York :
_bAcademic Press, an imprint of Elsevier,
_c2014.
300 _a1 online resource
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
520 _a"In this introductory chapter, the concepts of a field and of a [sigma]-field are introduced, they are illustrated bymeans of examples, and some relevant basic results are derived. Also, the concept of a monotone class is defined and its relationship to certain fields and [sigma]-fields is investigated. Given a collection of measurable spaces, their product space is defined, and some basic properties are established. The concept of a measurable mapping is introduced, and its relation to certain [sigma]-fields is studied. Finally, it is shown that any random variable is the pointwise limit of a sequence of simple random variables"--
_cProvided by publisher.
504 _aIncludes bibliographical references and index.
588 0 _aPrint version record.
505 0 _aCertain classes of sets, measurability, and pointwise approximation -- Definition and construction of a measure and its basic properties -- Some modes of convergence of sequences of random variables and their relationships -- The integral of a random variable and its basic properties -- Standard convergence theorems, the Fubini theorem -- Standard moment and probability inequalities, convergence in the rth mean and its implications -- The Hahn-Jordan decomposition theorem, the Lebesgue decomposition theorem, and the Radon-Nikodym theorem -- Distribution functions and their basic properties, Helly-Bray type results -- Conditional expectation and conditional probability, and related properties and results -- Independence -- Topics from the theory of characteristic functions -- The central limit problem: the centered case -- The central limit problem: the noncentered case -- Topics from sequences of independent random variables -- Topics from Ergodic theory -- Two cases of statistical inference: estimation of a real-valued parameter, nonparametric estimation of a probability density function -- Appendixes: A. Brief review of chapters 1-16 -- B. Brief review of Riemann-Stieltjes integral -- C. Notation and abbreviations.
650 0 _aProbabilities.
650 0 _aMeasure theory.
650 7 _aMeasure theory.
_2fast
_0(OCoLC)fst01013175
650 7 _aProbabilities.
_2fast
_0(OCoLC)fst01077737
655 4 _aElectronic books.
776 0 8 _iPrint version:
_aRoussas, George G.
_tIntroduction to measure-theoretic probability.
_bSecond edition
_z9780128000427
_w(DLC) 2014007243
_w(OCoLC)868642456
856 4 0 _3ScienceDirect
_uhttp://www.sciencedirect.com/science/book/9780128000427
999 _c246899
_d246899