Foundations of constructive probability theory / Yuen-Kwok Chan.

Format:

Book

Author/Creator:

Chan, Yuen-Kwok, author.

Series:

Encyclopedia of mathematics and its applications ; 117.

Encyclopedia of mathematics and its applications ; 117

Language:

English

Subjects (All):

Probabilities.

Constructive mathematics.

Stochastic processes.

Physical Description:

1 online resource (xiii, 612 pages) : digital, PDF file(s).

Place of Publication:

Cambridge, UK ; New York, NY : Cambridge University Press, 2021.

Summary:

Using Bishop's work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory and stochastic processes. It is the first extended account of this theory: almost all of the constructive existence and continuity theorems that permeate the book are original. It also contains results and methods hitherto unknown in the constructive and nonconstructive settings. The text features logic only in the common sense and, beyond a certain mathematical maturity, requires no prior training in either constructive mathematics or probability theory. It will thus be accessible and of interest, both to probabilists interested in the foundations of their speciality and to constructive mathematicians who wish to see Bishop's theory applied to a particular field.

Notes:

Title from publisher's bibliographic system (viewed on 07 May 2021).

Includes bibliographical references and index.

Other Format:

Print version: Chan, Yuen-Kwok, author. Foundations of constructive probability theory

ISBN:

1-108-88065-7

1-108-88401-6

OCLC:

1255224611