Stopping Times and Directed Processes by G. A. Edgar
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Stopping Times and Directed Processes
By G. A. Edgar

Stopping Times and Directed Processes

By (author) See other recent books by G. A. Edgar See other recent books by Louis Sucheston
Series edited by G.-C. Rota See other recent books by G.-C. Rota
Format: Hardback

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Stopping Times and Directed Processes by G. A. Edgar

Book Description

The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and many applications in probability, analysis and ergodic theory. Martingales and related processes are considered from several points of view. The book opens with a discussion of pointwise and stochastic convergence of processes, with concise proofs arising from the method of stochastic convergence. Later, the rewording of Vitali covering conditions in terms of stopping times clarifies connections with the theory of stochastic processes. Solutions are presented here for nearly all the open problems in the Krickeberg convergence theory for martingales and submartingales indexed by directed set. Another theme of the book is the unification of martingale and ergodic theorems.

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Book Details

ISBN: 9780521350235
ISBN-10: 0521350239
Format: Hardback
(234mm x 156mm x 25mm)
Pages: 444
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 28-Aug-1992
Country of Publication: United Kingdom

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Books By Author G. A. Edgar

Stopping Times and Directed Processes by G. A. Edgar Stopping Times and Directed Processes, Paperback (March 2010)

A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.

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