预感 发表于 2025-3-23 09:46:14

,Der lange Schatten der Zukunft – ,The concept of a martingale introduced in Section 1.5 of Chapter 1 was defined in terms of the conditional expectation with respect to a σ-algebra. In this section, we will explore briefly some basic properties of this conditional expectation, which are needed in this chapter. We begin with some definitions.

laxative 发表于 2025-3-23 14:07:41

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是限制 发表于 2025-3-23 18:33:52

,, Space,In many applications of the theory of stochastic processes, an important role is played by families of square integrable (second-order) r.v.’s. In this section, we give some basic definitions and prove some fundamental inequalities involving second-order complex-valued r.v.’s.

Nibble 发表于 2025-3-23 22:44:23

Second-Order Processes,There exists a large class of engineering and physics problems whose solutions require only the knowledge of the first two moments and some very general properties of a second-order random process (see Definition 1.5.8). This chapter is concerned with some key properties of complex-valued second-order random processes.

态度暖昧 发表于 2025-3-24 05:10:14

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MAIZE 发表于 2025-3-24 09:10:31

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协定 发表于 2025-3-24 13:30:43

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边缘带来墨水 发表于 2025-3-24 17:11:40

Discrete Parameter Martingales,The concept of a martingale introduced in Section 1.5 of Chapter 1 was defined in terms of the conditional expectation with respect to a σ-algebra. In this section, we will explore briefly some basic properties of this conditional expectation, which are needed in this chapter. We begin with some definitions.

Aphorism 发表于 2025-3-24 19:37:29

Basic Concepts and Definitions,ed on a common probability space, indexed by the elements of an ordered set ., which is called the parameter set. Most often, . is taken to be an interval of time and the random variable indexed by an element . ∈ . is said to describe the state of the process at time ..

Loathe 发表于 2025-3-25 00:08:55

An Introduction to Stochastic Processes and Their Applications978-1-4613-9742-7Series ISSN 0172-7397 Series E-ISSN 2197-568X
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查看完整版本: Titlebook: An Introduction to Stochastic Processes and Their Applications; Petar Todorovic Book 1992 The Applied Probability Trust 1992 Brownian moti