| Conditional Measures and Applications Contributor(s): Rao, M. M. (Author) |
|
 |
ISBN: 1574445936 ISBN-13: 9781574445930 Publisher: CRC Press OUR PRICE: $161.50 Product Type: Hardcover - Other Formats Published: April 2005 Annotation: The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability to link theory with practical applications. The author covers applications in sufficiency, Markov processes and martingales. He also illustrates the difficulties in calculating conditional expectations for continuous multivariate distributions and methods for correct solutions in such cases. Each chapter concludes with several open-ended problems that reinforce principles and promote practical problem solving. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Bayesian Analysis - Mathematics | Applied - Science | Physics - Mathematical & Computational |
| Dewey: 519.2 |
| LCCN: 2005041909 |
| Physical Information: 1.25" H x 5.6" W x 8.46" (1.75 lbs) 506 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |