Rao M.M., Swift R.J. — Probability Theory With Applications :: Электронная библиотека попечительского совета мехмата МГУ

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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:

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

Предметный указатель

Levy's inversion formula      237
Levy, P.      90 93 99 103 140 147 240 289 293 306 331 335 336 341 390 391 395 397 466 470 483 485 494 499
Liapounov inequality      15
Liapounov's theorem      293
Liapounov, A.      4 293
Likelihood ratio      199
Linde, W.      396
Lindeberg — Feller theorem      325
Lindeberg, J.W.      292 293 325
Lindley, D.V.      77
Littlewood, J.E.      17 364
Loeve, M.      249 436 494
Ly, S.K.      502
m-dependent      378
Mahabharata      4
Mahalanobis, P.C.      4
Maistrov, L.E.      4
Mann, H.B.      95 347
Marcinkiewicz, J.      215 289
Marcus, M.B.      489 492
Markov chain      146
Markov chain, finite      146
Markov kernel      217
Markov time      411
Markov's inequality      18
Markov, A.A.      59 103 140
Markovian      141
Markovian, family      141
Markovian, strict-sense      152
Marshall, A.W.      97
Martingale      174
Martingale difference sequence      420
Martingale, asymptotic      456
Martingale, difference      175
Martingale, Jordan-type decomposition      177
Mathias, M.      257
Maximal ergodic theorem      451
McKean, H.P.      467 470
McLeish, D.L.      436 455
Median      96
Memoryless property      500
Mercer, T.      471
Metrically transitive      454
Meyer, P.A.      24
Mihaila, I.      501
Minimal sufficient $\sigma$ -algebra      205
Minimally positive definite      397
Minkowski's inequality      14
Minkowski's inequality, conditional      116
Mixture      32
Moment generating function      278
Moment problem      234
Monotone class      10
Monotone Convergence Theorem      13
Mooney, D.D.      501
Morse, M.      495 497
Natural base      174
Neal, D.K.      95
Neuts, M.F.      4
Neyman, J.      205
Nobile, A.G.      504
Nonparametric statistics      197
Norming constants      332
Okazaki, Y.      487
OPTIONAL      411
Optional sampling theorem      422
Order statistics      88 153
Orey, S.      407
Ornstein, D.S.      85
Ottaviani, M.G.      97
p-Norm      14
Paley, R.      90 489
Parthasarathy, K.R.      207 274 351
Parzen, E.      72 505
Path reversible      212
Pauc, C.Y.      131 135
Permutable sequence      197
Phillips, R.S.      490
Pierre, P.A.      388 393
Pisier, G.      489 492
Pochhammer notation      502
Poincare's Formula      28
Poincare, H.      449
Poisson, S.D.      303
Polish space      173
Poly'a, G.      17
Positive subinvariant measure      212
Possible value      81
Post — Widder formula      98
Potential      218
Pratt, J.W.      31
Predictable      420
Predictable transform      213 420
Prekopa, A.      478
Probability generating function      499
Probability space      6
Process, $\xi$ -radial      492
Process, (c,p)-summable Cramer      506
Process, *      201
Process, additive      471
Process, birth-death      477
Process, catastrophe      503
Process, class (KF)      505
Process, class (KF,p)      506
Process, counting      475
Process, ergodic      454
Process, explosive      406
Process, F      201
Process, general birth-death      501
Process, generalized      507
Process, kth order      211
Process, Levy      485
Process, linear birth      500
Process, Markov      141
Process, multiple Markov      211
Process, Ornstein — Uhlenbeck      498
Process, Poisson      476
Process, pure birth      500
Process, stable      406
Process, stopped      420
Process, stopping time      411
Process, unstable      406
Process, wide sense Markov      152
Process, Wiener      343 344
Product class      10
Productlike measure      165
Productlike measure, generalized      168
Prokhorov, Yu.V.      342 351 358 363
Quasi-martingale      201
Queueing      77 213 477 502
Rademacher function      455
Radon — Nikodym theorem      20
Radon's theorem      268
Radon, J.      268
Raikov, D.A.      289
Rajchman, A.      61
Ramachandran, B.      397
Ramaswamy, V.      341
Random Ergodic Theorem      456
Random field, Markov      141
Random measure      483
Random process      158
Random sample      153
Random variable      7
Random variable, abstract      9

Random variable, complex      10 22
Random variable, generalized      9
Random variable, lattice type      289
Random variable, multidimensional      9
Random walk      77 81
Random walk, persistent      84
Random walk, recurrent      84
Random walk, transient      84
Rao, C.R.      203 397
Rao, R.R.      72 302
Recurrent point      81
Reflection principle      357
Regular conditional distribution      125
Regular conditional probability      122
Renewal      286
Renewal Theorem      419
Renyi, A.      4 5 97 136 178 358 436 449 456
Resampling      71
Revesz, P.      364
Revuz, D.      470
Riemann zeta function      389
Riesz, F.      49 218 260
Robbins, H.      100 287
Royden, H.L.      13 90
Rozanov, Yu.A.      493
Rozanoz, Yu.A.      505
Rubin, H.      88
Salem, R.      489
Sample function      344
Sample mean      280
Sample variance      280
Savage, L.J.      5 44 205
Sazonov, V.V.      302
Schatte, P.      379
Schauder functions      461
Scheffe's lemma      26
Schilder, M.      487 491 505
Schultz, H.S.      87
Schwartz, J.T.      505
Semicontinuous function      231
Shanks, D.      95
Shepp, L.A.      499
Shiflett, R.C.      87
Shift transformation      457
Shohat, J.      234
Signum function      238
Simple stopping      415
Single server queueing problem      77
Sion, M.      13
Skorokhod, A.V.      32 89 337 351 358
Slepian, D.      133
SLLN      61 63 64 72
Slutsky, E.E.      96
Smirnov, N.V.      341 363
Spectral density      493
Spectral function      493
Spectral measure      488
Spitzer's identity      401
Spitzer, F.      81 401
Sreehari, M.      395
St. Petersburg paradox      95
Stable      331
Stable family      483
Stable function      396
Stable random measures      483
Stable type laws      332
Standard deviation      18
Star condition      201
State space      146
Stationary transition probabilities      212
Stationary, almost      506
Stationary, asymptotic      505
Stationary, Khintchine sense      493
Stationary, strictly      454
Stationary, weakly      282 493
Stationary, wide sense      493
Steady-state distibution      501
Steinhaus, H.      284
Stochastic base      174
Stochastic process      158
Stochastically continuous      474
Stopping time      411
Strassen, V.      363 374
Stromberg, K.R.      281
Strong law of large numbers (SLLN)      61
Strongly measurable      490
Strongly mixing      437
Strongly stationary a-stable      488
Sub-Markov kernel      217
Subharmonic function      217
Subinvariant function      217
Submartingale      174
Sucheston, L.      456
Sufficient statistic      204 205
Sufficient subfield      204
Superharmonic function      217
Supermartingale      174
Switkes, J.M.      501
Symmetric event      45
Symmetrically dependent sequence      197
Tail $\sigma$ -algebra      39
Tamarkin, J.D.      234
Teicher, H.      x 366
Three series theorem      56
Tightness conditions      364
Tjur, T.      136
Transition probability      150
Transue, W.      495 497
Tucker, H.      249
Tulcea, I.      136 164 165 171 189
U-statistics      197
Ulam, S.M.      456
Unfavorable game      175
Uniformly integrable      23
Uniformly integrable, conditionally      114
Urbanik, K.      490 491
V-bounded      490
Variance      18
Variation, Frechet      494
Variation, Vitali      494
Vitale, R.A.      88
Vitali variation      494
Vitali's theorem      24
Voiculescu, D.      341
von Mises, R.      4
von Neumann, J.      456
von Smoluchovski, M.      459
Wald, A.      95 347 415
Weak law of large numbers (WLLN)      58
Weakly sequentially compact      225
Wendel, J.G.      401
Weron, A.      492
Weyl, H.      95
White, J.S.      383
Wiener measure      344
Wiener, N.      90 459 465
Wintner, A.      91 374
Wirkus, S.A.      501
WLLN      58 59 61 62 95
Wold, H.      266
Wrench, J.W.      95
Yaglom, A.M.      493
Yor, D.      470
Zaanen, A.C.      20
Zolotarev, V.M.      296 327
Zygmund, A.      484 485 489

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