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The Resource Stopping times and directed processes, G.A. Edgar and Louis Sucheston

Stopping times and directed processes, G.A. Edgar and Louis Sucheston

Label
Stopping times and directed processes
Title
Stopping times and directed processes
Statement of responsibility
G.A. Edgar and Louis Sucheston
Creator
Contributor
Subject
Genre
Language
eng
Summary
"In this book the technique of stopping times is applied to prove convergence theorems for stochastic processes - in particular processes indexed by direct sets - and in sequential analysis. Applications of convergence theorems are seen in probability, analysis, and ergodic theory." "Almost everywhere, convergence and stochastic convergence of processes indexed by a directed set are studied, and solutions are given for problems left open in Krickeberg's theory for martingales and submartingales. The rewording of Vitali covering conditions in terms of stopping times establishes connections with the theory of stochastic processes and derivation. A study of martingales yields laws of large numbers for martingale differences, with application to "star-mixing" processes. Convergence of processes taking values in Banach spaces is related to geometric properties of these spaces. There is a self-contained section on operator ergodic theorems: the superadditive, Chacon-Ornstein, and Chacon theorems." "A recurrent theme of the book is the unification of martingale and ergodic theorems. One example is the use of a "three-function inequality," which is basic in all the one and many parameter results. A general principle is proved showing that in both theories all the multiparameter convergence theorems follow from one-parameter maximal and convergence theorems." "Requiring only a knowledge of basic measure theory, this book will be a valuable reference for students and researchers in probability theory, analysis, and statistics."--BOOK JACKET
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1949-
http://library.link/vocab/creatorName
Edgar, Gerald A.
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Sucheston, Louis
Series statement
Encyclopedia of mathematics and its applications
Series volume
v. 47
http://library.link/vocab/subjectName
  • Convergence
  • Probabilities
  • Martingales (Mathematics)
Label
Stopping times and directed processes, G.A. Edgar and Louis Sucheston
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [407]-417) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
24953192
Dimensions
25 cm
Extent
xii, 428 pages
Isbn
9780521350235
Lccn
91044388
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)1466945
Label
Stopping times and directed processes, G.A. Edgar and Louis Sucheston
Publication
Bibliography note
Includes bibliographical references (pages [407]-417) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
24953192
Dimensions
25 cm
Extent
xii, 428 pages
Isbn
9780521350235
Lccn
91044388
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)1466945

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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