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Looking for material to self-study uniform integrability of sequences of random variables
0
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I need some book recommendation on uniform integrability of sequences of random variables, preferably something that also covers relation between that notion and the different modes of convergences of sequences of random variables.
thanks !
probability-theory reference-request book-recommendation
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
$endgroup$
add a comment |
0
$begingroup$
I need some book recommendation on uniform integrability of sequences of random variables, preferably something that also covers relation between that notion and the different modes of convergences of sequences of random variables.
thanks !
probability-theory reference-request book-recommendation
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
$endgroup$
$begingroup$
K L Chung's book is a good reference.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:15
$begingroup$
@KaviRamaMurthy thanks, he's got many though, which one is it ? Introduction to stochastic integration ?
$endgroup$
– rapidracim
Jan 17 at 10:17
1
$begingroup$
Section 4.5 of 'A Course in Probability Theory'.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:20
1
$begingroup$
This may be of interest.
$endgroup$
– David Mitra
Jan 17 at 11:19
add a comment |
0
0
0
$begingroup$
I need some book recommendation on uniform integrability of sequences of random variables, preferably something that also covers relation between that notion and the different modes of convergences of sequences of random variables.
thanks !
probability-theory reference-request book-recommendation
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
$endgroup$
I need some book recommendation on uniform integrability of sequences of random variables, preferably something that also covers relation between that notion and the different modes of convergences of sequences of random variables.
thanks !
probability-theory reference-request book-recommendation
probability-theory reference-request book-recommendation
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
asked Jan 17 at 10:12
rapidracimrapidracim
1,7191419
1,7191419
$begingroup$
K L Chung's book is a good reference.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:15
$begingroup$
@KaviRamaMurthy thanks, he's got many though, which one is it ? Introduction to stochastic integration ?
$endgroup$
– rapidracim
Jan 17 at 10:17
1
$begingroup$
Section 4.5 of 'A Course in Probability Theory'.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:20
1
$begingroup$
This may be of interest.
$endgroup$
– David Mitra
Jan 17 at 11:19
add a comment |
$begingroup$
K L Chung's book is a good reference.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:15
$begingroup$
@KaviRamaMurthy thanks, he's got many though, which one is it ? Introduction to stochastic integration ?
$endgroup$
– rapidracim
Jan 17 at 10:17
1
$begingroup$
Section 4.5 of 'A Course in Probability Theory'.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:20
1
$begingroup$
This may be of interest.
$endgroup$
– David Mitra
Jan 17 at 11:19
$begingroup$
K L Chung's book is a good reference.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:15
$begingroup$
K L Chung's book is a good reference.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:15
$begingroup$
@KaviRamaMurthy thanks, he's got many though, which one is it ? Introduction to stochastic integration ?
$endgroup$
– rapidracim
Jan 17 at 10:17
$begingroup$
@KaviRamaMurthy thanks, he's got many though, which one is it ? Introduction to stochastic integration ?
$endgroup$
– rapidracim
Jan 17 at 10:17
1
1
$begingroup$
Section 4.5 of 'A Course in Probability Theory'.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:20
$begingroup$
Section 4.5 of 'A Course in Probability Theory'.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:20
1
1
$begingroup$
This may be of interest.
$endgroup$
– David Mitra
Jan 17 at 11:19
$begingroup$
This may be of interest.
$endgroup$
– David Mitra
Jan 17 at 11:19
add a comment |
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$begingroup$
K L Chung's book is a good reference.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:15
$begingroup$
@KaviRamaMurthy thanks, he's got many though, which one is it ? Introduction to stochastic integration ?
$endgroup$
– rapidracim
Jan 17 at 10:17
1
$begingroup$
Section 4.5 of 'A Course in Probability Theory'.
$endgroup$
– Kavi Rama Murthy
Jan 17 at 10:20
1
$begingroup$
This may be of interest.
$endgroup$
– David Mitra
Jan 17 at 11:19