Autor: M. M. Rao

The material in this book is designed for a standard graduate course on probability theory, including some important applications. It was prepared from the sets of lecture notes for a course that I h …

As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysis and stochastic analysis show their mu …

Multivariate Statistics and Probability: Essays in Memory of Paruchuri R. Krishnaiah is a collection of essays on multivariate statistics and probability in memory of Paruchuri R. Krishnaiah (1932-19 …

Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expect …

Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element of probability distribution. This volume …

Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar a …

In response to unanswered difficulties in the generalized case of conditional expectation and to treat the topic in a well-deservedly thorough manner, M.M. Rao gave us the highly successful first edi …

Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar a …

This book presents the current status and research trends in Stochastic Analysis. Several new and emerging research areas are described in detail, highlighting the present outlook in Stochastic Analy …

The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the s …

Presents previously unpublished material on the fundumental pronciples and properties of Orlicz sequence and function spaces. Examines the sample path behavior of stochastic processes. Provides pract …