A Course in Probability Theory, Revised Edition - Kai Lai ChungBohm, David
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 ,…
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)(1) 热度: A Course In Probability Theory - Kai Lai Chung - ( Academic Press - 3nd Ed.2001 (1Ed.1968) - pp.432 ) 热度: UTM Chung K.L. Aitsahlia F. Elementary probability theory with stochastic processes ...
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.4710190309ErnaWcherWileyBiometrical Journal
Kolmogorov's three series theorem: Let { X_n} be independent r.v.'s and defined for a fixed constant A \gt 0 : Y_n(\omega)= \begin{cases} X_n(\omega)&\text{, if } |X_n| \leq A;\\ 0 &…