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| Авторизация |
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| Dudley R.M., Fulton W. (Ed) — Real Analysis and Probability |
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| Предметный указатель |
Legendre, A.M. 247
Lehmann, E. 148
Levental, S. 382
Levi, B. 148 183
Levinson, N. 481
Levy continuity theorem 326
Levy metric for laws on R 398—399
Levy — Khinchin formula 327
Levy, A. 519
Levy, P. 331—332 382 480
lexicographical ordering 11—12 498
Liggett, T. 380—382
Lim sup of events 262
Limit ordinal 515
Limit point 44
Lincoln, P, J. 22
Lindeberg theorem 315—319 331—332
Lindeberg, J.W. 331—332
Lindeloef theorem 490
Linear: form, function(al) 190
Linear: operator 189 211 379 380
Linear: ordering 11
Linear: programming 435
Linear: transformation 211
Linearity of integrals 121
Linearly independent 168
Liouville, J. 433
Lipschitz functions 56 188—189 205—206 218 390—395 433
Lipschitz, R. 218 433
Littlewood, J.E. 183 219
Localizable measure space 110 141
Locally compact spaces 71 235—239 530—540
Loeve, M. 326 328 332 482
Log log laws 477
Lomnicki, Z. 274 275
Lower semicontinuous 44
Lusin's theorem 244 247
Lusin, N. 247 500
Lyapunoff, A.M. 331
MacLane, S. 518
Maharam Stone, D. 246
Malus, E. 247
Manning, K.R. 77 78
Map, mapping 121
Marczewski, E. 434
Marginal laws 407
Markov, A.A. 276
Markov: inequality 360
Markov: processes 529
Markov: time 453
Marriage lemma 406
Marsden, J. 524
Martikainen, A.I. 483
Martingales 353—374 382
Martingales convergence 364—366 371 382
Martingales inequalities 359 360 367
Martingales, optional sampling 363
Martingales, optional stopping 359 367
Martingales, right-closed 361
Martingales, Wald's identity 369
Matrices, random products 379
Matrix 164
Mauldin, R.D. 500
Maximal 19
Maximal ergodic lemma 268
Maximal inequality, for subadditive sequences 376
Maximal inequality, for submartingales 360
Maximum: Brownian bridge 462
Maximum: Brownian motion 459
Maximum: partial sums 323—324
Maximum: random variables 286
May, K. 148
Mazurkiewicz, S. 79
McKean, H.P. 481
McShane, E.J. 218
Mean of a random variable 251
Measurable: cardinals 527
Measurable: cover 101
Measurable: for a  -ring 118
Measurable: functions 116 123—130
Measurable: set 89
Measurable: space 114
Measure, measure space 87
Measure-preserving 267
Medvedev, F.A. 148
Mendelssohn, Felix 78
Menshov, D. 500
Metric, metric space 26
Metrization 27
Metrization of convergence of laws 393—399 404—413 434—435
Metrization, convergence in probability 289—291
Meyer, P.-A. 382
Mills' ratio 449
Min-ordered 15
Minimal 15
Minkowski inequality 155 183
Minkowski, H. 183 218
Minty, G.J. 218
Mises, R. von 435
Mishchenko, E.F. 77
Model for set theory 518
modus ponens 504
Moment generating function 299—301
Moments of a measure 299
Monge, G. 247 435
Monotone class of sets 135
Monotone convergence: conditional expectations 338
Monotone convergence: integrals 131
Moore, E.H. 76
Mori, T.F. 276
Morse, A.P. 149 533 540
Mourier, E. 433—434
Multivariate normal distribution 306—309
Nagy, B.Sz. 246
Namioka, I. 218
Nathan, H. 22 148
Nearest points 203
Needle 254—255
Neighborhood; -base 26
Nelson, E. 519 540
Nets 28—30
Neugebauer, O. 183
Neumann, J. von 112 184 246 274 275 435 517
Neveu, J. 382 435
Nikodym, O.M. 184
Nonatomic measure 109 286
Nonmeasurable functions 126 532—533
Nonmeasurable sets 105—109
Nonnegative definite 161
Nonstandard analysis 519
Norm 156
Normal laws: density 138 298
Normal laws: on  298—300 330 446
Normal laws: on  307—309 352
Normal space 63
Normed linear space 158
Novikoff, A. 273 276
Novikov, P.S. 500
Nowhere dense 59
Numbers 2—3 7—8 515—517
Ohmann, D. 219
One-point compactification 71
One-to-one 10
Onto (function) 5
Open: interval 25
Open: mapping theorem 213 219
Open: set 25
Operator: bounded linear 189 211 380
Operator: norm 211
Optional sampling 363
| Optional stopping 359 367
Order-isomorphism 10—11 510
Ordered pair 5 508
Ordering, linear or partial 10—11
Ordinal triangle 140
Ordinals 510—515 518
Ornstein, D.S. 277
Orthogonal 163
Orthogonal decomposition, projection 163
Orthogonal transformation 310—311
Orthonormal sets and bases 165—173 183—184 240
Osgood, W.F. 79
Ott, E. 248
Ottaviani's inequality 321 332
Ottaviani, G. 332
Outer measure 89
Oxtoby, J.C. 245
Pairing theorem 406
Paley, R.E.A.C. 481
Paplauskas [Paplauscas], A.B. 247 500
Parallelogram law 163
Parseval — Bessel equality 167 184
Parseval, M.-A. 184
Parthasarathy, K.R. 500
Partial ordering 10
Partition 29
PCA set 500
Peano curves 57 78 277
Peano sets 512 518
Peano, G. 518
Pearson, Egon S. 331
Pearson, Karl 331 332
Percolation 379
Perfect set 48 405 490
Perfectly normal space 66
permutations 319
Perpendicular 163
Pettis integral 194—195
Picard, E. 433
Pinsky, M. 482
Plancherel theorem 315
Plancherel, M. 277
POINTS 25
Pointwise convergence 24 42
Poisson probabilities 287 318 327 332 432
Poisson, S.D. 332
Polar coordinates 140
Polish spaces 344 493
Polya urn scheme 366 369
Polynomial 9
Pontryagin, L.S. 77
Portmanteau theorem 386 433
Positive transformation 268
Power set 4 507
Pre-integral 142
Predicate logic 504—505
Preiss, D. 434
Probability measure, space 251
Problem of measure 526—527
Process, stochastic 353 439—476 480—482
Product: -algebra 118—119 134—142
Product: infinite 38—39 50 62 255—260
Product: measure 134—142
Product: topology 38
Projection, orthogonal 163—164 350
Projective limits of probability spaces 480
Projective sets 500
Prokhorov metric 394 395 404—413 434
Prokhorov, Yu. V. 434
Proper Classes 517—518
Propositional calculus 503—504
Pruitt, W. 483
Pseudometric 26
Purely atomic measure 109
Pythagoras 183
Pythagorean Theorem 163 183
Quantifiers 504
Quine, W.V. 504 518
Quotation marks 503—504
Quotient measures 381
Rachev, S. 435
Rademacher functions 172
Radial sets 195—198
Radon measures 182 207—208
Radon — Nikodym theorem 175 179 184
Radon, J. 111 184
Random products 379
Random variables: definition 251
Random variables: expectation 251 306
Random variables: identically distributed 261
Random variables: independent 252—253 452
Random variables: law of 282—283
Random variables: uniformly integrable 355—357
Random walk 313 363 370 459
Ranga Rao, R. 434
Range: function 5 508
Range: relation 9
Ravetz, J.R. 247
Real numbers 7—8 516—517
Rectangles 118 256
Recurrent sequence 534
Recursion 13—15
Reflection principles 459—469 482
Reflexive Banach space 192—195
Reflexive relation 10
Regular: conditional probability 341 351 381
Regular: measure 224—226
Regular: set 224
Regular: space 79
Regularity axiom 509
Regularity extension 235—239 530—540
Reich, K. 78
Relation 9 508
Relative complement 5
Relative topology 27
Renyi, A. 276
Replacement axiom 509
Reversed martingales 370 382
Revesz, P. 275
Riemann integral 29 112 114 164 173
Riemann — Stieltjes integral 112
Riesz representation theorems 208 239
Riesz — Fischer theorem 167 184
Riesz — Frechet theorem 174
Riesz, F. 183—184 219 246 330 382
Right-closable martingale 361
Rings of sets 86 94—97
Rings of sets, -rings 118
Roberts, A.W. 219
Robinson, R.M. 518
Rockafellar, R.T. 219
Rogers, L.J. 182—183
Rokhlin, V.A. 435
Root, D.H. 482
Rootselaar, B. van 76
Rosalsky, A. 483
Rosenthal, Arthur 185 277
Row sum 315
Rubin, H. and J.E. 22
Rubinstein, G.Sh. 435
Rudin, W. 149 246
Rudolph, D.J. 281
Ruedenberg, L. 183
Rules of Inference 504—505
Russell's paradox 4 506
Russell, Bertrand 22 518
Saks, S. 148 247
Salvemini, T. 435
Sample-continuous process 445
Savage, I.R. 276
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