How to Gamble If You Must: Inequalities for Stochastic Processes

Voorkant
Courier Corporation, 20 aug 2014 - 304 pagina's
This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. Revised and updated, it features contributions from two well-known statisticians, including a new introduction, updated references, and findings from recent research.
 

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Overige edities - Alles bekijken

How to Gamble If You Must: Inequalities for Stochastic Processes
Lester E. Dubins,Leonard J. Savage
Gedeeltelijke weergave - 2014
How to Gamble If You Must: Inequalities for Stochastic Processes
Lester E. Dubins,Leonard J. Savage
Fragmentweergave - 1965

Veelvoorkomende woorden en zinsdelen

according to Theorem algebra Annals of Mathematical Annals of Probability Aryeh Dvoretzky binary rational Blackwell bold play bold strategy Borel measurable Borel sets bounded function Cartesian casino inequality casinoe maker chapter conserving stakes continuous converges convex COROLLARY countably additive defined definition dynamic programming e-conserves edition equivalent Example fair casino family of optimal family of strategies final find Finetti finitary finitely additive first fixed forf fortune f full house gambler gambler’s problem gambling house gambling problems implies indicator functions inductively integrable infinite initial fortune interest interval least leavable Lebesgue measure Lemma LESTER linear lottery man’s casino Mathematical Statistics miserly negative nondecreasing nonnegative optimal strategies partial history policy 1r positive Proof Q is excessive real numbers red-and-black rich man’s satisfies Section sequence shows solution specific stationary family stochastic processes stop rule strictly increasing subhouse Sudderth superfair supremum theory tion uniformly utility

Over de auteur (2014)

Lester E. Dubins (1920–2010) was Professor of Mathematics at the University of California, Berkeley, from 1962 to 2004. Leonard J. Savage (1917–1971) was a mathematician and statistician who taught at several universities, including Princeton, Yale, and Columbia. His other Dover book is The Foundation of Statistics.
William Sudderth is a Professor in the School of Statistics at the University of Minnesota. David Gilat is a Professor in the School of Mathematical Sciences at Tel Aviv University.

Bibliografische gegevens

TitelHow to Gamble If You Must: Inequalities for Stochastic Processes
Dover Books on Mathematics
AuteursLester E. Dubins, Leonard J. Savage, William Sudderth, David Gilat
Editieherdruk
UitgeverCourier Corporation, 2014
ISBN0486780643, 9780486780641
Lengte304 pagina's
  
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