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Theory of Stochastic Objects - Probability, Stochastic Processes and Inference (Paperback)
Loot Price: R1,439
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Theory of Stochastic Objects - Probability, Stochastic Processes and Inference (Paperback)
Series: Chapman & Hall/CRC Texts in Statistical Science
Expected to ship within 12 - 17 working days
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Total price: R1,459
Discovery Miles: 14 590
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This book defines and investigates the concept of a random object.
To accomplish this task in a natural way, it brings together three
major areas; statistical inference, measure-theoretic probability
theory and stochastic processes. This point of view has not been
explored by existing textbooks; one would need material on real
analysis, measure and probability theory, as well as stochastic
processes - in addition to at least one text on statistics- to
capture the detail and depth of material that has gone into this
volume. Presents and illustrates 'random objects' in different
contexts, under a unified framework, starting with rudimentary
results on random variables and random sequences, all the way up to
stochastic partial differential equations. Reviews rudimentary
probability and introduces statistical inference, from basic to
advanced, thus making the transition from basic statistical
modeling and estimation to advanced topics more natural and
concrete. Compact and comprehensive presentation of the material
that will be useful to a reader from the mathematics and
statistical sciences, at any stage of their career, either as a
graduate student, an instructor, or an academician conducting
research and requiring quick references and examples to classic
topics. Includes 378 exercises, with the solutions manual available
on the book's website. 121 illustrative examples of the concepts
presented in the text (many including multiple items in a single
example). The book is targeted towards students at the master's and
Ph.D. levels, as well as, academicians in the mathematics,
statistics and related disciplines. Basic knowledge of calculus and
matrix algebra is required. Prior knowledge of probability or
measure theory is welcomed but not necessary.
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