Bass R.F. Probability Theory

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добавлен 29 апреля 2011 г.

Richard F. Bass, 2001. - 47 pages.

Basic notions.
Independence.
Convergence.
Weak law of large numbers
Techniques related to almost sure convergence.
Strong law of large numbers.
Uniform integrability.
Complements to the SLLN.
Conditional expectation.
Stopping times.
Optional stopping.
Doob’s inequalities.
Martingale convergence theorems.
Applications of martingales.
Weak convergence.
Characteristic functions.
Inversion formula.
Continuity theorem.
Central limit theorem.
Framework for Markov chains.
Recurrence and transience.
Stationary measures.
Convergence.
Gaussian sequences.
Stationary processes.

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