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Rao M.M., Swift R.J. — Probability Theory With Applications
Rao M.M., Swift R.J. — Probability Theory With Applications

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Название: Probability Theory With Applications

Авторы: Rao M.M., Swift R.J.

Аннотация:

The material in this book is designed for a standard graduate course on probability theory, including some important applications. It was prepared from the sets of lecture notes for a course that I have taught several times over the past 20 years. The present version reflects the reactions of my audiences as well as some of the textbooks that I used.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Издание: Second edition

Год издания: 2006

Количество страниц: 536

Добавлена в каталог: 26.06.2009

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
$sy\bar{a}dv\bar{a}da$      3
$\lambda$-class      10
$\Pi$-class      10
Accompanying laws      321
Adapted      414
Adapted sequence      174
Adjunction      40
Alexandroff, A.D.      277
Algebra      5
Amart      456
Andersen, E.S.      182 185 201
Anderson, E.S.      405
Andre, D.      357
Anscombe, F.J.      436
Arivudainambi, D.      504
Asymptotically constant      318
atoms      207
Austin, D.G.      214
Bachelier, L      459
Bahadur, R.R.      205
Barndorff-Nielsen, O.      456
Bawly, G.      320
Bayes formula      208
Bergstroem, H.      296
Berk, K.N.      408
Bernoulli trial      7
Bernoulli, J.      58
Bernstein, S.      33
Berry, A.C.      296
Best (nonlinear) predictor      203
Bhattacharya, R.N.      302
Billingsley, P.      345 351 478 481
Bimeasure      494
Bingham, M.S.      274
Birkhoff's Ergodic Theorem      452
Birkhoff, G.D.      103
Bishop, E.      ix 28 137
Blackwell, D.      109 203 208
Bochner, S.      73 169 185 256 341 396 490
Bootstrap method      71
Borel space      207
Borel — Cantelli lemma      41
Borel, E.      4 58 94
Borwain, J.M.      95
Bounded in probability      96
Bounded stopping      415
Bourbaki, N.      47
Bray, H.E.      225
Bretagnalle, J.      505
Brower, L.E.J.      ix
Brown, R.      459 465
Brownian motion      91 343 344 459
Bruckner, A.M.      131 135
Burkholder, D.L.      206
Carleson, L.      220
Cartan, H.      249
Cauchy — Buniakowski — Schwarz inequality      16
CBS inequality      16
Cebysev's inequality      19
Cebysev, P.L.      58
Central limit theorem      292
Cesaro summability      63 506
Chang, D.K.      497
Chang, I.      504
Chapman — Kolmogorov equation      146
CHARACTER      272
Characteristic exponent      335 337 484
Characteristic function      22
Characteristic functions      234
Chen, Z.      88
Choquet, G.      218
Chow, Y.S.      426
Chung, K.L.      41 81 85 98 101 145 250 265 379
Ciesielski, Z.      460
Coefficient of variation      284
Cofinal      132
Compatibility conditions      159
Condition of Lindeberg      325
Conditional expectation operator      106
Conditional expectation operator, averaging property      107
Conditional expectation operator, commutativity property      107
Conditional expectation operator, contractive property      107
Conditional expectation operator, faithful      107
Conditional, dominated convergence      107
Conditional, expectation      104
Conditional, expectation (elementary)      104
Conditional, Fatou's lemma      107
Conditional, monotone convergence      107
Conditional, probability (elementary)      104
Conditional, probability function      105
Conditional, Vitali convergence      107
Conditionally independent      137
Continuity set      266 345
Continuity theorem for ch.f.s      240
Control measure      504
Convergence in distribution      46
Convergence in mean      46
Convergence in probability      46
Convergence, a.e.      46
Convergence, complete      100
Convergence, P-uniformly      50
Convergence, unconditional      57
Convergence, vague      47
Convergence, Weak-star      47
Convex      13
Convolution      235
Cormack, A.M.      268
Correlation      18
Correlation characteristic      152
Covariance      18
Cramer, H.      96 239 251 253 257 260 266 296 369 449 497
Csoergoe, M.      364
Cummulant function      281
Cylinder sets      160
Dacunha-Castelle, D.      505
de Finetti, B.      5 306
de La Vallee Poussin criterion      24
de Moivre, A.      292
Debut      414
DeGroot, M.H.      209
density      27
Deny, J.      218
Dependent probability space      87
Dependent, symmetrically      44
Devinatz, A.      289
Dharmadhikari, S.W.      395
Di Crescenzo, A.      504
Differentiation basis      132
Directed set      160
Disjunctification      51
Distinguished logarithm      251 305
Distribution function      8
Distribution, Bernoulli      236 481
Distribution, Beta      210
Distribution, binomial      236 305
Distribution, bivariate normal      206
Distribution, Cauchy      236 306 387
Distribution, degenerate      236
Distribution, Dirichlet      211
Distribution, exponential      98 477 478 500
Distribution, exponential family      206
Distribution, gamma      98 236 477
Distribution, Gaussian      159 235
Distribution, geometric      315
Distribution, log-normal      277 283
Distribution, multinomial      101 160 305
Distribution, noncentral chi-square      284 473
Distribution, normal      235 481
Distribution, Pareto      285 328
Distribution, Poisson      235 476 478 481
Distribution, steady-state      501
Distribution, Student's      282
Distribution, symmetric stable      331
Distribution, uniform      210 236 305 500
Distribution, unitary      236
Distribution, Wishart      392
Doeblin, W.      140
Dominated Convergence Theorem      13
Donsker, M.D.      342 347
Doob decomposition      189
Doob — Dynkin lemma      8
Doob — Meyer decomposition      189
Doob, J.L.      8 30 126 127 140 178 182 186 215 390 420 422
Dubins, L.E.      109
Dunford, N.      505
Dvoretzky, A.      465
Dynkin, E.B.      8 10
Edgar, G.A.      456
Edwards, W.F.      87
Egorov, D.F.      50
Einstein, A.      459
Eisenberg, B.      87
Empiric, distribution      69
Equicontinuous      279
Erdoes, P.      341 406
Ergodic      68 133 454
Esscher transformation      369
Esscher, F.      369
Esseen, C.G.      296
Events prior      411
Evolution equation      151
Excessive function      217
Exchangeable sequence      197
Expectation      12
Expected value      12
Experiment      5
Factorization criterion      205
Fair game      175
Fatou's lemma      13
Favorable game      175
Fefferman, C.      220
Feller, W.      44 78 140 147 212 293 325 332 369 375 399 406 419 478 481
Fisher, R.A.      205
Fisk, D.L.      201
Frankiel, F.N.      505
Franklin functions      461
Frechet variation      494
Fubini — Stone theorem      19
Fuchs, W.H.J.      81 101
Functional central limit theorem      342
Fundamental identity of sequential analysis      428
Fundamental law of probability      21
Gamma function      502
Garsia, A.M.      451
Gaussian component      390
Generalized Bawly's theorem      327
Generalized hypergeometric function      502
Generalized Poisson component      390
Generalized random process      507
Ghosh, B.K.      87
Gikhman, I.I.      351
Giorno, V.      504
Glivenko — Cantelli theorem      69
Gnedenko, B.V.      285 308 312 322 326 341
Green, M.L.      504
Gundy, R.F.      219
Haar function      460
Hajek, J.      97 178
Haldane, J.B.      4
Hall, P.      436
Halmos, P.R.      177 205
Hardy, G.H.      17 364
Harmonic function      217
Harmonizable, almost      506
Harmonizable, Loeve      494
Harmonizable, strictly      490
Harmonizable, strongly      494
Harmonizable, weakly      494
Hartman, P.      374
Hausdorff, F.      364
Hayes, C.A.      131 135
Helly — Bray theorem      225
Helly's selection principle      224
Helly, E.      224 225
Herglotz lemma      269
Hewitt, E.      44
Heyde, C.C.      436
Hida, T.      470
Hoeffding, W.      197
Hoelder's inequality      14
Hoelder's inequality, conditional      116
Horowitz, J.      426
Hosoya, Y.      490 491
Hsu, P.L.      100 287
Hunt, G.A.      140 404
Hunt, R.      220
Hurewicz — Oxtoby ergodic theorem      217
Image measure      21
Incomplete gamma function      504
Independence      33
Independence, mutually      34
Independence, pairwise      34
Independence, probabilistic      35
Independence, statistical      35
Independence, stochastic      35
Indicator function      28
Infinitely divisible      304
Infinitely often      41
Infinitesimal      318
Irreducible      212
Ito, K.      507
Jaina      3
Jensen's inequality      17
Jensen's inequality, conditional      116
Jerison, M.      216
Jessen, B.      91 158 159 163 182 185 201
Joint distribution function      38
Kac — Slepian paradox      402
Kac, M.      133 341 404
Kahane, J.P.      58 489
Kakutani, S.      457
Kampe de Feriet, J.      505
Kendall, D.G.      212
Kernel      73
Kernel, reciprocal      473
Khintchine, A.      59 103 242 283 292 306 328 336 365 389 397 399 467
Kibble, W.F.      387
Kolmogorov — Bochner theorem      40 171
Kolmogorov's inequality      51
Kolmogorov, A.N.      4 5 53 63 64 77 96 140 153 158 159 169 173 185 306 341 363—365
Kolmogorov, function      312
Kolomogorov, A.N.      358
Krinik, A.C.      504
Krivine, J.L.      505
Kronecker's lemma      63
Kuelbs, J.      491
Kumar, B.K.      504
Lamb, C.W.      220
Laplace, P.S.      292
Latticial Class      10
Law of the iterated logarithm      365
Least squares principle      376
Lebesgue decomposition theorem      20
Lebesgue space      28
Levy class      397
Levy inequalities      99
Levy measure      312
Levy metric      229
Levy spectral set      312
Levy — Khintchine representation      306
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