Coverart for item
The Resource Set-indexed martingales, Gail Ivanoff, Ely Merzbach

Set-indexed martingales, Gail Ivanoff, Ely Merzbach

Label
Set-indexed martingales
Title
Set-indexed martingales
Statement of responsibility
Gail Ivanoff, Ely Merzbach
Creator
Contributor
Subject
Language
eng
Summary
"Set-Indexed Martingales offers a unique, comprehensive development of a general theory of martingales indexed by a family of sets. The authors establish - for the first time - an appropriate framework that provides a suitable structure for a theory of set-indexed martingales with enough generality to include many interesting examples."--BOOK JACKET. "Completely self-contained, the theoretical aspects of this work are rich and promising. With its many important applications - especially in the theory of spatial statistics and in stochastic geometry - Set-Indexed Martingales will undoubtedly generate great interest and inspire further research and development of the theory and applications."--Jacket
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Ivanoff, B. Gail
Dewey number
519.2/87
Illustrations
illustrations
Index
index present
LC call number
QA274.5
LC item number
.I93 2000
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Merzbach, Ely
Series statement
Monographs on statistics and applied probability
Series volume
85
http://library.link/vocab/subjectName
Martingales (Mathematics)
Label
Set-indexed martingales, Gail Ivanoff, Ely Merzbach
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [187]-205) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Left-continuous processes
  • Martingales
  • Definitions
  • Classical properties
  • Stopping theorems
  • Decompositions and Quadratic Variation
  • Definitions
  • Admissible Functions and Measures
  • Compensator and Quadratic Variation
  • Discrete Approximations
  • Framework and Assumptions
  • Point Processes and Compensators
  • Martingale Characterizations
  • Flows
  • Brownian Motion
  • The Poisson Process
  • Generalizations of Martingales
  • Local Martingales
  • Doob-Meyer Decompositions
  • Quasimartingales
  • Weak Convergence
  • The Hausdorff Metric
  • Weak Convergence of Set-Indexed Processes
  • The Function Space D(A)
  • Weak Convergence on D(A)
  • Semi-Functional Convergence
  • Limit Theorems for Point Processes
  • Strictly simple point processes
  • Poisson limit theorem
  • Empirical processes
  • Martingale Central Limit Theorems
  • Central Limit Theorems
  • The Probability Structure
  • The Weighted Empirical Process
  • Stopping Sets
  • Predictability
  • A characterization by stochastic intervals
  • Announcability
  • Progressivity
Control code
42080378
Dimensions
24 cm
Extent
212 pages
Isbn
9781584880820
Isbn Type
(alk. paper)
Lccn
99044879
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Set-indexed martingales, Gail Ivanoff, Ely Merzbach
Publication
Bibliography note
Includes bibliographical references (pages [187]-205) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Left-continuous processes
  • Martingales
  • Definitions
  • Classical properties
  • Stopping theorems
  • Decompositions and Quadratic Variation
  • Definitions
  • Admissible Functions and Measures
  • Compensator and Quadratic Variation
  • Discrete Approximations
  • Framework and Assumptions
  • Point Processes and Compensators
  • Martingale Characterizations
  • Flows
  • Brownian Motion
  • The Poisson Process
  • Generalizations of Martingales
  • Local Martingales
  • Doob-Meyer Decompositions
  • Quasimartingales
  • Weak Convergence
  • The Hausdorff Metric
  • Weak Convergence of Set-Indexed Processes
  • The Function Space D(A)
  • Weak Convergence on D(A)
  • Semi-Functional Convergence
  • Limit Theorems for Point Processes
  • Strictly simple point processes
  • Poisson limit theorem
  • Empirical processes
  • Martingale Central Limit Theorems
  • Central Limit Theorems
  • The Probability Structure
  • The Weighted Empirical Process
  • Stopping Sets
  • Predictability
  • A characterization by stochastic intervals
  • Announcability
  • Progressivity
Control code
42080378
Dimensions
24 cm
Extent
212 pages
Isbn
9781584880820
Isbn Type
(alk. paper)
Lccn
99044879
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...