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