Stochastics. Theory and applications.
type: Item
instance of: scholarly article
title: Stochastics. Theory and applications.
zbMATH Open document ID: 1058.60002
author: David Meintrup
author: Stefan Schäffler
published in: Statistik und ihre Anwendungen
publication date: 2004-09-29T00:00:00Z
review text: The book provides a well-written introduction to probability theory and statistics. It is written in German. In the first part the foundations of measure theory and the Lebesgue integral are introduced. The second part deals with elementary probability theory, i.e. probability spaces, random variables, independence, sequences and series of independent random variables, the central limit theorem, and conditional expectations. Part 3 is devoted to stochastic processes, namely Markov chains, Poisson processes , martingales in discrete time, Brownian motion, martingales in continuous time, and the Itô integral. Part 4 gives an introduction to statistics, that is estimation theory, hypothesis testing, and linear models.
reviewed by: Stefan Weber
Mathematics Subject Classification ID: 60-01
Mathematics Subject Classification ID: 62-01
zbMATH DE Number: 2104347
zbMATH Keywords: probability theory
zbMATH Keywords: statistics
Wikidata QID: Q55866012
MaRDI profile type: Publication
full work available at URL: b137972
OpenAlex ID: W4236141634
DOI: 10.1007/B137972
description: scientific article; zbMATH DE number 2104347