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  • Probability Theory, 2nd edition by Achim Klenke

    Description
    Author: Achim Klenke
    Course code: STA121 , STA221 , ACC401 , BUS426 , ECN104 , ECN207 , MEE442 , PHY432 , AEF204
    Year-published: 2014
    Department: Science
    Level: 100
    School: University of Ilorin
    Uploaded by: Admin
    Uploaded on: 12-May-2020
    Size: 9.47 MB
    Number of downloads: 0
    Number of points needed for download: 15

    This book contains information on measure theory , independence , integral , moments , laws of large numbers , convergence theorem , Lp-Spaces , Radon–Nikodym Theorem , Conditional Expectations , martingale , optional sampling theorem , Martingale Convergence Theorem , Backwards Martingale , exchangeability , De Finetti's theorem , convergence of measures , Characteristic Function , Central Limit Theorem , Infinitely Divisible Distribution , markov chains , Electrical Network , Ergodic Theory , Brownian motion , iterated logarithm , large deviations , Poisson point process , Itô Integral , Stochastic Differential Equations

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