<図書>
Set-indexed martingales
責任表示 | Gail Ivanoff, Ely Merzbach |
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シリーズ | Monographs on statistics and applied probability ; 85 |
データ種別 | 図書 |
出版情報 | Boca Raton : Chapman & Hall/CRC , c2000 |
本文言語 | 英語 |
大きさ | 212 p. : ill. ; 24 cm |
概要 | Organized into two sections on general theory and weak convergence respectively, this volume covers concepts such as predictability, martingales and their characterization, decompositions and quadrat...c variation, and limit theorems for point processes. Ivanoff (mathematics and statistics, U. of Ottawa, Canada) and Merzbach (mathematics and computer science, Bar-Ilan U., Israel) have established a framework for a theory of set-indexed martingales that can be used in a variety of applications, particularly in the theory of spatial statistics and in stochastic geometry. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | IVAN/12/1 | 2000 |
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023211999009311 |
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書誌詳細
一般注記 | Includes bibliographical references (p. [187]-205) and index |
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著者標目 | *Ivanoff, Gail Merzbach, Ely |
件 名 | LCSH:Martingales (Mathematics) |
分 類 | LCC:QA274.5 DC21:519.2/87 |
書誌ID | 1001401361 |
ISBN | 1584880821 |
NCID | BA44615345 |
巻冊次 | ISBN:1584880821 |
登録日 | 2009.11.02 |
更新日 | 2009.11.02 |