Real Analysis and Probability

R. M. Dudley, R. A., & Probability, 2. e. (2002). Real Analysis and Probability. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

2002

DOI

10.1017/cbo9780511755347

ISBN

9780521809726

Link

https://doi.org/10.1017/cbo9780511755347

Cited by

2 citations across 2 artifacts.

Domain-specific

• Doob–Dynkin lemma
  • … with respect to sigma(T), the lemma yields a Borel-measurable g with f equal to g(T). to A version of the conditional expectation of an integrable X given sigma(Y) can be expressed as h(Y) for a Borel-measurable h when Y and the version satisfy the applicable standard hypotheses. demonstrates that continuity.
• Lévy–Prokhorov metric
  • … transfers from Two point masses at locations distance delta apart have small Prokhorov distance because enlarging a set by delta captures the displaced mass. to A tightness proof shows a family is relatively compact by translating Prokhorov's theorem into compactness in the metric space of probability laws..

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:d7509e90e70b · see in the full table