A User's Guide to Measure Theoretic Probability

ISBN: 9780521002899 出版年：2001 页码：368 David Pollard Cambridge University Press

1. Motivation 2. A modicum of measure theory 3. Densities and derivatives 4. Product spaces and independence 5. Conditioning 6. Martingale et al 7. Convergence in distribution 8. Fourier transforms 9. Brownian motion 10. Representations and couplings 11. Exponential tails and the law of the iterated logarithm 12. Multivariate normal distributions Appendix A. Measures and integrals Appendix B. Hilbert spaces Appendix C. Convexity Appendix D. Binomial and normal distributions Appendix E. Martingales in continuous time Appendix F. Generalized sequences.