O GoConqr está de visual novo! Conte para nós o que você achou.

Registre-se grátis

Flashcards

Chapter 1: Probability and Measure

mho1 Stochastic Processes and FInance Masters Inglês 42 flashcards

Chapter 1: Probability and Measure

Flashcards do conjunto (42)

  1. 1\sigma-algebra\sigma-algebra
  2. 2probability measureprobability measure
  3. 3measurable functionmeasurable function
  4. 4random variable/random vectorrandom variable/random vector
  5. 5probability law/probability distributionprobability law/probability distribution
  6. 6cumulative distribution functioncumulative distribution function
  7. 7probability density functionprobability density function
  8. 8random variables X and Y are identically distributed if...random variables X and Y are identically distributed if...
  9. 9sub-\sigma-algebrasub-\sigma-algebra
  10. 10independent (\sigma-algebra)independent (\sigma-algebra)
  11. 11independence (random variables)independence (random variables)
  12. 12Lebesgue integration Step 1: Indicator functionsLebesgue integration Step 1: Indicator functions
  13. 13Lebesgue Integration Step 2: simple functionsLebesgue Integration Step 2: simple functions
  14. 14Lebesgue Integration Step 3: non-negative random variablesLebesgue Integration Step 3: non-negative random variables
  15. 15Lebesgue Integration Step 4: arbitrary random variablesLebesgue Integration Step 4: arbitrary random variables
  16. 16integrableintegrable
  17. 17null setnull set
  18. 18—Proof - see lecture notesProof - see lecture notes
  19. 19Properties of the integral (five)linearity
    domination
    triangle inequality
    set bounded integrability
    change of variable
  20. 20Properties of the Integral/Expectation 1. LinearityProperties of the Integral/Expectation 1. Linearity
  21. 21Properties of the Integral/Expectation 2. DominationProperties of the Integral/Expectation 2. Domination
  22. 22Properties of the Integral/Expectation 3. the triangle inequalityProperties of the Integral/Expectation 3. the triangle inequality
  23. 23Properties of the Integral/Expectation 4. Set bounded integrabilityProperties of the Integral/Expectation 4. Set bounded integrability
  24. 24Properties of the Integral/Expectation 5. Change of variableProperties of the Integral/Expectation 5. Change of variable
  25. 25Dominated Convergence TheoremDominated Convergence Theorem
  26. 26Monotone Convergence TheoremMonotone Convergence Theorem
  27. 27nth moment mean variancenth moment mean variance
  28. 28moment generating functionmoment generating function
  29. 29Almost sure convergenceAlmost sure convergence
  30. 30mean square convergencemean square convergence
  31. 31Chebychev's InequalityChebychev's Inequality
  32. 32—
  33. 33Cauchy-Schwarz inequalityCauchy-Schwarz inequality
  34. 34—
  35. 35convex functionconvex function
  36. 36Jensen's inequalityJensen's inequality
  37. 37—Proof - see notesProof - see notes
  38. 38Absolutely Continuous measure Equivalent measuresAbsolutely Continuous measure Equivalent measures
  39. 39Radon-NikodymRadon-Nikodym
  40. 40Radon-Nikodym derivativeRadon-Nikodym derivative
  41. 41stochastic processstochastic process
  42. 42integrable stochastic processintegrable stochastic process

Informações

Descrição
Masters Stochastic Processes and FInance FlashCards sobre Chapter 1: Probability and Measure, criado por mho1 em 06-06-2015.
Criado por
mho1
Visualizações
46
Avaliação

Fale Conosco

Sobre o que é sua mensagem?

O que você acha do novo visual?

Você gostou?