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Conditional measures and applications

Author: M M Rao
Publisher: Boca Raton : Chapman & Hall/CRC, 2005.
Series: Monographs and textbooks in pure and applied mathematics, 271.
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:
Rao (U. of California, Riverside) continues to build understanding of conditional probability in this comprehensive textbook, which has been completely updated for this edition. He starts with a general overview of the concept of conditioning, including conditioning with densities, the Kolmogorov formulation and its properties including conditional.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Rao, M.M. (Malempati Madhusudana), 1929-
Conditional measures and applications.
Boca Raton : Chapman & Hall/CRC, 2005
(DLC) 2005041909
(OCoLC)57754244
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: M M Rao
ISBN: 1420027433 9781420027433
OCLC Number: 71230027
Description: 1 online resource (xxiv, 483 pages).
Contents: Preface to the Second Edition; Preface to the First Edition; Contents; Chapter 1 THE CONCEPT OF CONDITIONING; Chapter 2 THE KOLMOGOROV FORMULATION AND ITS PROPERTIES; Chapter 3 COMPUTATIONAL PROBLEMS ASSOCIATED WITH CONDITIONING; Chapter 4 AN AXIOMATIC APPROACH TO CONDITIONAL PROBABILITY; Chapter 5 REGULARITY OF CONDITIONAL MEASURES; Chapter 6 SUFFICIENCY; Chapter 7 ABSTRACTION OF KOLMOGOROV'S FORMULATION; Chapter 8 PRODUCTS OF CONDITIONAL MEASURES; Chapter 9 APPLICATIONS TO MARTINGALES AND MARKOV PROCESSES; Chapter 10 APPLICATIONS TO MODERN ANALYSIS.
Series Title: Monographs and textbooks in pure and applied mathematics, 271.
Responsibility: M.M. Rao.

Abstract:

Offers a treatment of various aspects of conditional expectations and probability measures and their structural analysis. This text covers applications in sufficiency, Markov processes, and  Read more...

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