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1.

図書

図書
Dimitri P. Bertsekas and John N. Tsitsiklis
出版情報: Belmont, Mass. : Athena Scientific, c2002  ix, 416 p. ; 25 cm
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2.

図書

図書
J.K. Wani
出版情報: New York : Appleton-Century-Crofts, 1971  xiv, 315 p. ; 24 cm
シリーズ名: The Appleton-Century statistics series
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3.

図書

図書
by John McDonald ; illustrated by Robert Osborn
出版情報: New York : W. W. Norton, c1950  128 p. ; 22 cm
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4.

図書

図書
S.R.S. Varadhan
出版情報: New York : Courant Institute of Mathematical Sciences , Providence, RI. : American Mathematical Society, 2001  vii, 167 p. ; 26 cm
シリーズ名: Courant lecture notes in mathematics ; 7
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目次情報: 続きを見る
Measure theory Weak convergence Independent sums Dependent random variables Martingales
Stationary stochastic processes Dynamic programming and filtering
Bibliography
Index
Measure theory Weak convergence Independent sums Dependent random variables Martingales
Stationary stochastic processes Dynamic programming and filtering
Bibliography
5.

図書

図書
George G. Roussas
出版情報: Amsterdam ; Tokyo : Elsevier Academic Press, c2005  xviii, 443 p. ; 24 cm
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目次情報: 続きを見る
Preface
Certain Classes of Sets, Measurability, Pointwise Approximation / 1:
Definition and Construction of a Measure and Its Basic Properties / 2:
Some Modes of Convergence of a Sequence of Random Variables and Their Relationships / 3:
The Integral of a Random Variable and Its Basic Properties / 4:
Standard Convergence Theorems, The Fubini Theorem / 5:
Standard Moment and Probability Inequalities, Convergence in the r-th Mean and Its Implications / 6:
The Hahn-Jordan Decomposition Theorem, The Lebesgue Decomposition Theorem, and The Radon-Nikcodym Theorem / 7:
Distribution Functions and Their Basic Properties, Helly-Bray Type Results / 8:
Conditional Expectation and Conditional Probability, and Related Properties and Results / 9:
Independence / 10:
Topics from the Theory of Characteristic Functions / 11:
The Central Limit Problem: The Centered Case / 12:
The Central Limit Problem: The Noncentered Case / 13:
Topics from Sequences of Independent Random Variables / 14:
Topics from Ergodic Theory / 15:
Preface
Certain Classes of Sets, Measurability, Pointwise Approximation / 1:
Definition and Construction of a Measure and Its Basic Properties / 2:
6.

図書

図書
[by] James R. McCord, III [and] Richard M. Moroney, Jr
出版情報: New York : Macmillan, [1964]  xvi, 232 p ; 25 cm
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7.

図書

図書
E.B. Dynkin ; A.A. Yushkevich, G.M. Seitz, A.L. Onishchik, editors
出版情報: Providence, R.I. : American Mathematical Society , Cambridge, Mass. : International Press, c2000  xxvi, 798 p. ; 27 cm
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目次情報: 続きを見る
Lie groups and Lie algebras: Dynkin and Lie theory / G. M. SeitzPart I:
On the work of E. B. Dynkin in the theory of Lie groups / F. I. Karpelevich ; A. L. Onishchik ; E. B. Vinberg
Correction to On the work of E. B. Dynkin in the theory of Lie groups
Classification of simple Lie groups / E. B. Dynkin
Calculation of the coefficients in the Campbell-Hausdorff formula
The maximal subgroups of the classical groups
Comments on Maximal subgroups of the classical groups
Semisimple subalgebras of semisimple Lie algebras
Comments on the paper Semisimple subalgebras of semisimple Lie algebras
Construction of primitive cycles in compact Lie groups
Topological characteristics of homomorphisms of compact Lie groups
Comments on the paper Topological characteristics of homomorphisms of compact Lie groups
Dynkin and modern Lie theory / B. Kostant
Comments on the impact of Dynkin's work on current research in representation theory / D. A. Vogan
Coxeter-Dynkin diagrams and singularities / A. Gabrielov
Lie groups in physics / K. Gottfried
Dynkin diagrams in the physics of particles, fields and strings / Y. Ne'eman
Probability theory: Dynkin and probability theory / A. A. YushkevichPart II:
Necessary and sufficient statistics for a family of probability distributions
Some limit theorems for sums of independent random variables with infinite mathematical expectations
Markov processes and semigroups of operators
Strong Markov processes
Infinitesimal operators of Markov processes
The natural topology and excessive functions connected with a Markov process
Random walk on groups with a finite number of generators / M. B. Malyutov
The optimum choice of the instant for stopping a Markov process
Brownian motion in certain symmetric spaces and nonnegative eigenfunctions of the Laplace-Beltrami operator
Diffusion of tensors
Game variant of a problem on optimal stopping
Determining functions of Markov processes and corresponding dual regular classes / S. E. Kuznetsov
Economic equilibrium under uncertainty
Comments on Economic equilibrium under uncertainty / I. V. Evstigneev
Markov processes and random fields
Green's and Dirichlet spaces associated with fine Markov processes
Markov processes as a tool in field theory
Symmetric statistics, Poisson point processes, and multiple Wiener integrals / A. Mandelbaum
Gaussian and non-Gaussian random fields associated with Markov processes
Author's correction to Guassian and non-Gaussian random fields associated with Markov processes.
An application of flows to time shift and time reversal in stochastic processes
Author's comments on An application of flows to time shift and time reversal in stochastic processes
Representation for functionals of superprocesses by multiple stochastic integrals, with applications to self-intersection local times
A probabilistic approach to one class of nonlinear differential equations
Superdiffusions and parabolic nonlinear differential equations
Comments on Superdiffusions and parabolic nonlinear differential equations
Dynkin and the theory of Markov processes / P. A. Meyer
To the history of strong Markov property
On compactifications of symmetric spaces / M. A. Olshanetsky
Dynkin's contributions to superprocesses and partial differential equations / J.-F. Le Gall
Dynkin's work in mathematical economics
Acknowledgments
Lie groups and Lie algebras: Dynkin and Lie theory / G. M. SeitzPart I:
On the work of E. B. Dynkin in the theory of Lie groups / F. I. Karpelevich ; A. L. Onishchik ; E. B. Vinberg
Correction to On the work of E. B. Dynkin in the theory of Lie groups
8.

図書

図書
В.С. Пугачев
出版情報: Москва : Изд-во "Наука", Глав. ред. физико-математической лит-ра, 1968  368 p. ; 21 cm
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9.

図書

図書
[by] H. G. Cuming [and] C. J. Anson
出版情報: London : Heywood Books, 1966  490 p. ; 26 cm
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10.

図書

図書
Hugh Gordon
出版情報: New York : Springer, c1997  xii, 266 p. ; 25 cm
シリーズ名: Undergraduate texts in mathematics
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