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| Rao M.M., Swift R.J. — Probability Theory With Applications |
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| Предметный указатель |
 3
 -class 10
 -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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