Search results for ""Author R. P. Pakshirajan""

Treats Probability Theory as a branch of Measure Theory. Probability measures in product spaces are introduced at the start by way of laying the ground work to later claim the existence of stochastic processes with prescribed finite dimensional distributions. Other topics include supports of probability measures, functional central limit theorem and functional law of the iterated logarithm for independent variables, and the use of analytic functions of a complex variable in the study of geometric ergodicity in Markov chains.

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