Conditional Measures and Applications
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A01=M.M. Rao
Abstract Wiener Space
advanced probability conditioning
Author_M.M. Rao
banach
Banach Algebra
Banach Space
borel
Borel Set
Borelian Space
Category=PBT
Conditional Expectation Operator
Conditional Expectations
Conditional Measure
Conditional Probability
Conditional Probability Function
constructive analysis
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
expectation
integrable
Integrable Random Variable
lim
Lim Inf
Markov Processes
Measurable Space
measure theory
operator algebras
Orlicz Spaces
PB1
potential theory applications
probability
Probability Measure
Probability Space
Projective Limit
Radon Measure
random
Random Variable
set
Set Martingale
space
Step Iii
stochastic processes
Strong Lifting
sufficiency in statistics
variable
Von Neumann Algebras
Product details
- ISBN 9781574445930
- Weight: 793g
- Dimensions: 152 x 229mm
- Publication Date: 25 May 2005
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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In response to unanswered difficulties in the generalized case of conditional expectation and to treat the topic in a well-deservedly thorough manner, M.M. Rao gave us the highly successful first edition of Conditional Measures and Applications. Until this groundbreaking work, conditional probability was relegated to scattered journal articles and mere chapters in larger works on probability. This second edition continues to offer a thorough treatment of conditioning while adding substantial new information on developments and applications that have emerged over the past decade.
Conditional Measures and Applications, Second Edition clearly elucidates the subject, from fundamental principles to abstract analysis. The author illustrates the computational difficulties in evaluating conditional probabilities in nondiscrete cases with numerous examples, demonstrates applications to Markov processes, martingales, potential theory, and Reynolds operators as well as sufficiency in statistics, and clarifies ideas in modern noncommutative probability structures through conditioning in general structures, including parts of operator algebras and "free" random variables. He also discusses existence and construction problems from the Bishop-Brouwer constructive analysis point of view.
With open problems in every chapter and links to other areas of mathematics, this invaluable second edition offers complete coverage of conditional probability and expectation and their structural analysis, from simple to advanced abstract levels, for both novices and seasoned mathematicians.
