How to Gamble If You Must: Inequalities for Stochastic ProcessesCourier Corporation, 4 aug. 2014 - 304 sidor This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research. Following an introductory chapter, the book formulates the gambler's problem and discusses gambling strategies. Succeeding chapters explore the properties associated with casinos and certain measures of subfairness. Concluding chapters relate the scope of the gambler's problems to more general mathematical ideas, including dynamic programming, Bayesian statistics, and stochastic processes. |
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How to Gamble If You Must: Inequalities for Stochastic Processes Lester E. Dubins,Leonard J. Savage,William Sudderth,David Gilat Begränsad förhandsgranskning - 2014 |
How to Gamble If You Must: Inequalities for Stochastic Processes Lester E. Dubins,Leonard J. Savage Fragmentarisk förhandsgranskning - 1965 |
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according to Theorem algebra Annals of Mathematical Annals of Probability Aryeh Dvoretzky binary rational Blackwell bold play bold strategy Borel measurable Borel sets bounded function Cartesian casino inequality casinoe maker chapter conserving stakes continuous converges convex COROLLARY countably additive defined definition dynamic programming e-conserves edition equivalent Example fair casino family of optimal family of strategies final find Finetti finitary finitely additive first fixed forf fortune f full house gambler gambler’s problem gambling house gambling problems implies indicator functions inductively integrable infinite initial fortune interest interval least leavable Lebesgue measure Lemma LESTER linear lottery man’s casino Mathematical Statistics miserly negative nondecreasing nonnegative optimal strategies partial history policy 1r positive Proof Q is excessive real numbers red-and-black rich man’s satisfies Section sequence shows solution specific stationary family stochastic processes stop rule strictly increasing subhouse Sudderth superfair supremum theory tion uniformly utility