Book contents
- Frontmatter
- Contents
- PREFACE
- CHAPTER 1 MOTIVATION
- CHAPTER 2 A MODICUM OF MEASURE THEORY
- CHAPTER 3 DENSITIES AND DERIVATIVES
- CHAPTER 4 PRODUCT SPACES AND INDEPENDENCE
- CHAPTER 5 CONDITIONING
- CHAPTER 6 MARTINGALE ET AL.
- CHAPTER 7 CONVERGENCE IN DISTRIBUTION
- CHAPTER 8 FOURIER TRANSFORMS
- CHAPTER 9 BROWNIAN MOTION
- CHAPTER 10 REPRESENTATIONS AND COUPLINGS
- CHAPTER 11 EXPONENTIAL TAILS AND THE LAW OF THE ITERATED LOGARITHM
- CHAPTER 12 MULTIVARIATE NORMAL DISTRIBUTIONS
- APPENDIX A MEASURES AND INTEGRALS
- APPENDIX B HILBERT SPACES
- APPENDIX C CONVEXITY
- APPENDIX D BINOMIAL AND NORMAL DISTRIBUTIONS
- APPENDIX E MARTINGALES IN CONTINUOUS TIME
- APPENDIX F DISINTEGRATION OF MEASURES
- INDEX
APPENDIX C - CONVEXITY
Published online by Cambridge University Press: 29 March 2011
- Frontmatter
- Contents
- PREFACE
- CHAPTER 1 MOTIVATION
- CHAPTER 2 A MODICUM OF MEASURE THEORY
- CHAPTER 3 DENSITIES AND DERIVATIVES
- CHAPTER 4 PRODUCT SPACES AND INDEPENDENCE
- CHAPTER 5 CONDITIONING
- CHAPTER 6 MARTINGALE ET AL.
- CHAPTER 7 CONVERGENCE IN DISTRIBUTION
- CHAPTER 8 FOURIER TRANSFORMS
- CHAPTER 9 BROWNIAN MOTION
- CHAPTER 10 REPRESENTATIONS AND COUPLINGS
- CHAPTER 11 EXPONENTIAL TAILS AND THE LAW OF THE ITERATED LOGARITHM
- CHAPTER 12 MULTIVARIATE NORMAL DISTRIBUTIONS
- APPENDIX A MEASURES AND INTEGRALS
- APPENDIX B HILBERT SPACES
- APPENDIX C CONVEXITY
- APPENDIX D BINOMIAL AND NORMAL DISTRIBUTIONS
- APPENDIX E MARTINGALES IN CONTINUOUS TIME
- APPENDIX F DISINTEGRATION OF MEASURES
- INDEX
Summary
- Type
- Chapter
- Information
- A User's Guide to Measure Theoretic Probability , pp. 307 - 316Publisher: Cambridge University PressPrint publication year: 2001