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Авторизация |
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Поиск по указателям |
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Loeve M. — Probability Theory (part 2) |
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Предметный указатель |
Subspace, proper 98
Subspace, topological 66
Sufficient -field 11
Sufficient -field, minimal 13
Sums of sets 4 51
Superior limit 58
Supermartingale 195
Supremum 56} 103
Sure event 14 151
Sure, almost 151
Symmetrization 257
Symmetrization inequalities 259
Symmetrization inequalities, weak 257
Tail -field 241
Tail equivalence 245
Tail event 241
Tail function 241
Tail of a sequence 241
Tanaka 388
Tchebichev 409
Tchebichev inequality 11 60
Tchebichev theorem 287
Three-parts decomposition theorem 216
Three-series criterion 249
Tight(ness) 194
Tight(ness) and relative compactness 195
Tight(ness) lemma 194
Tight(ness) theorem 194
Tight(ness), criterion (in C) 267
Time(s), - 191
Time(s), - 376
Time(s), - 189
Time(s), -, elementary properties of 190
Time(s), - 306
Time(s), (fitst)hitting 256 396
Time(s), Brownian 254
Time(s), degenerate 376 189
Time(s), elementary 190 308
Time(s), fiest exit 255
Time(s), jump 369
Time(s), Markov 307
Time(s), Markov, stationary 307
Time(s), martingale 200
Time(s), maxima, and positive sums identities 391
Time(s), maximum, and value identity 393
Time(s), random 376 188 305
Time(s), random—identities 390
Time(s), random—translations 376
Time(s), stopping 208
Time-continuous transition probabilities 310
Toeplitz lemma 250
Topological space 66
Topological subspace 66
Topology, metric 73
Topology, reduced 66
Total(ly) bounded set 75
Total(ly) probability rule 24
Total(ly) variation 87
Trajectories 166
Transformation (s), proper subspace of 108
Transformation (s), proper value of 108
Transformation (s), quasi-strongly compact 107 110
Transformation (s), quasi-weakly compact 107 110
Transition law derivatives 299
Transition law derivatives, existence criterion 299
Transition law derivatives, theorem 300
Transition operators 295
Transition operators, stationary 302
Transition probability(ties) 29 31 32 90 295
Transition probability(ties), differentiation theorem 317
Transition probability(ties), differentiation theorem, extended 319 320
Transition probability(ties), invariant, theorem 91
Transition probability(ties), singular vanishing, theorem 94
Transition probability(ties), singular, lemma 93
Transition probability(ties), stationary 302
Transition probability(ties), time-continuous 310
Translate(s) 79 301
| Translation(s) 376 71 96
Translation(s), extension of 97
Translation(s), invariance under 79
Translation(s), null-preserving 101 106
Translation(s), random times 376
Trial(s), deterministic 5
Trial(s), identical 5 6
Trial(s), independent 5 6
Trial(s), random 6
Trial(s), repeated 5 6
Triangle property 73
Triangular characteristic function 386
Triangular probability density 386
Truncation inequalities for characteristic functions 209
Truncation of random variables 244
Tucker 410
Tukey 410
Tulcea 138 408
Two-series criterion 251
Type(s) 215
Type(s), convergence of 216
Type(s), degenerate 215 282
Type(s), normal 282
Type(s), Poisson 282
Ueno 384
Ugakawa 102
Unconditional centering 215
Unconditional convergence 215
Unicity lemma, -weak 341
Unicity theorem, -weak 342
Uniform continuity 77
Uniform continuity and differentiation lemma 339
Uniform continuity condition 317
Uniform continuity lemma 180
Uniform continuity state sets 314
Uniform convergence 114
Uniform convergence theorem 204
Uniform ergodic theorem 113
Uniform, asymptotic negligibility 302 314
union 4 56
Upper class 272
Upper variation 87
Urysohn 78
Uspensky 407
Value(s), possible 370
Value(s), possible, theorem 371
Variable, random 6 9 17 152
Variance(s) 12 244
Variance(s), case of bounded 302
Variance(s), case of bounded—limit theorem 305
Variation of truncated moments 359
Variation, lower 87
Variation, regular 354
Variation, slow 354
Variation, total 87
Variation, upper 87
Vector, random 152' 155
Ville 54 384
Wald's relation(s) 377 397 257
Wax 236 386
Weak closure 107
Weak compactness 110
Weak compactness theorem 181
Weak convergence 180 106
Weak equivalence 39
Weak equivalence criterion 40
Weak stability 350 353
Weak symmetrization inequalities 257
Weierstrass theorem 51
Wendel 405 412
Wiener 212 237 387
Wold 384
Yosida 106 288 344
Yushkevitch 289 310 357 388 389
Zero-one criterion, Borel 24
Zero-one law, Hewitt — Savage 374
Zero-one law, Kolmogorov 241
Zygmund 408 237
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