Conditional Measures and Applications

M.M. Rao (Autor)

Buch | Hardcover

424 Seiten

1993
Crc Press Inc (Verlag)
978-0-8247-8884-1 (ISBN)

Infos

This reference and text offers a thorough analysis of conditional expectations and probability measures, and demonstrates their important uses in real situations. Coverage includes applications to sufficiency, Markov processes, Martingales and analysis problems.;Presenting different characterizations of conditional operators and meausures to illuminate the abstract and functional analytic nature of conditioning, this volume: reviews the general concept of conditioning; supplies Kolmogorov's formulation and its properties; provides an axiomatic method for simplifying problems as an abstraction of Kolmogorov's general formulation; explicates sufficient statistics; and illustrates difficulties in the calculation of conditional expectations for continuous multivariate distributions and provides methods for correct solutions in many cases.;This work is designed as a reference for pure and applied mathematicians, probabilists, statisticians, information theorists, physicists and communication and industrial engineers; as well as a text for graduate level students in these discipines.

Inhalt

The concept of conditioning; the Kolmogorov formulation and its properties; computational problems associated with conditioning; an axiomatic approach to conditional probability; regularity of conditional measures; sufficiency; abstraction of Kolmogorov's formulation; products of conditional measures; applications of martingales and Markov processes; applications to modern analysis; conditioning in general structures; references; some frequently-used symbols.

Produkt-Details

• Erscheint lt. Verlag: 26.8.1993
• Verlagsort: Bosa Roca
• Sprache: englisch
• Maße: 152 x 229 mm
• Gewicht: 807 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• ISBN-10: 0-8247-8884-2 / 0824788842
• ISBN-13: 978-0-8247-8884-1 / 9780824788841
• Zustand: Neuware