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Conditional Measures and Applications

By Rao, M. M.

Conditional Measures and Applications Mathematics

Conditional Measures and Applications

By Rao, M. M.

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Description
The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability to link theory with practical applications. The author covers applications in sufficiency, Markov processes, and martingales. He also illustrates the difficulties in calculating conditional expectations for continuous multivariate distributions and methods for correct solutions in such cases. Each chapter concludes with several open-ended problems that reinforce principles and promote practical problem solving.
Product details
Edition:
2
Number of Pages:
506
Release Date:
2005-05-18
Publication Date:
2005-05-25
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
1574445936
ISBN13:
9781574445930
GPSR Manufacturer Reference:
[email protected]
Weight:
876 g
Height:
157 cm
Width:
235 cm
Thickness:
32 cm
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