Radically Elementary Probability Theory. (AM-117), Volume 117
Edward Nelson
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Beschreibung
Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.
Kundenbewertungen
Independence (probability theory), Significant figures, Dimension (vector space), Probability space, Mathematics, Summation, Internal set theory, Almost surely, Cartesian product, Infinitesimal, Chebyshev's inequality, Estimation, Set (mathematics), Counterexample, Predictable process, Vector space, Projection (linear algebra), Dimension, Norm (mathematics), Subset, Finite set, Axiomatic system, Joint probability distribution, Standard deviation, Martingale (probability theory), Probability measure, Stochastic process, Probability distribution, Total variation, Family of sets, Absolute value, Probability, Variable (mathematics), Division by zero, Real number, Cantor's diagonal argument, Special case, Random variable, W0, Abraham Robinson, Mathematical induction, Convergence of random variables, Natural number, Statistical mechanics, Idealization, Transfer principle, Measure (mathematics), Subalgebra, N0, Axiom, Probability theory, Wiener process, Theorem, Law of large numbers, Central limit theorem, Linear function, Algebra of random variables, Indicator function, Product topology, Transfinite number, Scientific notation, Without loss of generality, Non-standard analysis, Path space, Elementary function, Bounded function, Orthogonal complement, Sequence, Correlation coefficient, Existential quantification