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Radically elementary probability theory

Author: Edward Nelson
Publisher: Princeton, N.J. : Princeton University Press, ©1987.
Series: Annals of mathematics studies, no. 117.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Edward Nelson
ISBN: 0691084742 9780691084749
OCLC Number: 300415864
Description: ix, 97 p. : ill.
Contents: Random variables --
Algebras of random variables --
Stochastic processes --
External concepts --
Infinitesimals --
External analogues of internal notions --
Properties that hold almost everywhere --
L to the first power random variables --
Decomposition of a stochastic process --
Convergence of martingales --
Fluctuations of martingales --
Discontinuities of martingales --
Lindenberg condition --
Maximum of a martingale --
Law of large numbers --
Neary equivalent stochastic processes --
De Moivre-Laplace-Lindenberg-Feller-Wiener-Levy-Doob-Erdos-Kac-Dons ker-Prokhorov theorem
Series Title: Annals of mathematics studies, no. 117.
Responsibility: by Edward Nelson.

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