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Radically elementary probability theory
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ISBN: 0691084734 0691084742 1400882141 Year: 1987 Publisher: Princeton Princeton University Press

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Abstract

Using only the very elementary framework of finite probability spaces, this book treats a number of topics in the modern theory of stochastic processes. This is made possible by using a small amount of Abraham Robinson's nonstandard analysis and not attempting to convert the results into conventional form.

Keywords

Martingales (Mathematics) --- Stochastic processes. --- Probabilities. --- Martingales (Mathematics). --- Stochastic processes --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Random processes --- Probabilities --- Abraham Robinson. --- Absolute value. --- Addition. --- Algebra of random variables. --- Almost surely. --- Axiom. --- Axiomatic system. --- Borel set. --- Bounded function. --- Cantor's diagonal argument. --- Cardinality. --- Cartesian product. --- Central limit theorem. --- Chebyshev's inequality. --- Compact space. --- Contradiction. --- Convergence of random variables. --- Corollary. --- Correlation coefficient. --- Counterexample. --- Dimension (vector space). --- Dimension. --- Division by zero. --- Elementary function. --- Estimation. --- Existential quantification. --- Family of sets. --- Finite set. --- Hyperplane. --- Idealization. --- Independence (probability theory). --- Indicator function. --- Infinitesimal. --- Internal set theory. --- Joint probability distribution. --- Law of large numbers. --- Linear function. --- Martingale (probability theory). --- Mathematical induction. --- Mathematician. --- Mathematics. --- Measure (mathematics). --- N0. --- Natural number. --- Non-standard analysis. --- Norm (mathematics). --- Orthogonal complement. --- Parameter. --- Path space. --- Predictable process. --- Probability distribution. --- Probability measure. --- Probability space. --- Probability theory. --- Probability. --- Product topology. --- Projection (linear algebra). --- Quadratic variation. --- Random variable. --- Real number. --- Requirement. --- Scientific notation. --- Sequence. --- Set (mathematics). --- Significant figures. --- Special case. --- Standard deviation. --- Statistical mechanics. --- Stochastic process. --- Subalgebra. --- Subset. --- Summation. --- Theorem. --- Theory. --- Total variation. --- Transfer principle. --- Transfinite number. --- Trigonometric functions. --- Upper and lower bounds. --- Variable (mathematics). --- Variance. --- Vector space. --- W0. --- Wiener process. --- Without loss of generality.

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