A Course in Probability Theory, Revised Edition - Kai Lai ChungBohm, David
mathfish 随机动力系统 Kolmogorov's three series theorem: LetXnbe independent r.v.'s and defined for a fixed constantA>0:Yn(ω)={Xn(ω), if|Xn|≤A;0, if|Xn|>A.Then the series∑nXnconverges a.e. if and only if the following three series all converge: ...
Let (Ω,F,P) be a probability space and F1 a Borel subfield of F . Prove that there exists a minimal B.F.(Borel field) F2 satisfying F1⊂F2⊂F and N0⊂F2 , where N0 is the set of all null sets in (Ω,F,P) . A set E belongs to F2 if and only if there exists a ...
Kai Lai Chung - 2001- A Course In Probability Theory - Academic Press (3Ed)英文精品课件.pdf,本资源来源于互联网,版权为原作者所有。若侵犯到您的版权,请提出指正,我们将立即删除。
Kai Lai Chung: Elernentary Probability Theory with Stochastic Processee. Springer Verlag, Berlin-Heidelberg-New York, 2. Aufl. 19i5. X, 325 S., 36 Abb. 1 Tab., DM 29,40doi:10.1002/bimj.4710190309Erna WcherBiometrical Journal
Problem: exercise 1.1.6 ("separability" for stochastic processes) Given any extended-valued f on (-\infty, +\infty) , there exists a countable set D with the following property. For each t ,…