Books written by Malempati M. Rao

  • Probability Theory with Applications

    This has the following consequence: Proposition 8 For any random variable X, liin,1nOO,(E[|XlT])1/'" : llXllOO' Proof If |\X\|Oo : O,X : O a.e., the result is true. So let O < /4: = \|X|\Oo ยง oo. Then, by definition, P[|X| > k] : O.

  • Stochastic Processes: General Theory

    The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material.

  • Stochastic Processes - Inference Theory

    ... Vector Measures, Amer. Math. Soc. Surveys, Providence, RI, 1977. Dinculeanu, N. [1] Vector Measures, Pergamon Press, London, UK, 1967. [2] Vector Integration and Stochastic Integration in Banach Spaces, Wiley-Interscience, New York&nbsp;...

  • Stochastic Processes: General Theory

    Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and...

  • Probability Theory with Applications

    This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications.