doob

doob

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  • Doob — may refer to several things: Joseph Leo Doob, an American mathematician Doob martingale Doob s martingale inequality Doob–Meyer decomposition theorem The Doobie Brothers band A slang for cannabis See also Boob (disambiguation) …   Wikipedia

  • Doob — Joseph Leo Doob (* 27. Februar 1910 in Cincinnati; † 7. Juni 2004 in Urbana (Illinois) ) war ein US amerikanischer Mathematiker, der sich mit Analysis und Wahrscheinlichkeitstheorie (stochastische Prozesse) beschäftigte. Doob zog mit seinen… …   Deutsch Wikipedia

  • Doob grass — [Hind. d?b.] (Bot.) A perennial, creeping grass ({Cynodon dactylon}), highly prized, in Hindostan, as food for cattle, and acclimated in the United States. [Written also {doub grass}.] [1913 Webster] …   The Collaborative International Dictionary of English

  • Doob–Meyer decomposition theorem — The Doob–Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… …   Wikipedia

  • Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… …   Wikipedia

  • Doob's martingale inequality — In mathematics, Doob s martingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a stochastic process exceeds any given value over a given interval of time. As the name suggests, the result… …   Wikipedia

  • Doob martingale — A Doob martingale (also known as a Levy martingale) is a mathematical construction of a stochastic process which approximates a given random variable and has the martingale property with respect to the given filtration. It may be thought of as… …   Wikipedia

  • Doob decomposition theorem — In the theory of discrete time stochastic processes, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of any submartingale as the sum of a martingale and an increasing predictable… …   Wikipedia

  • Doob-Meyer decomposition theorem — The Doob Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… …   Wikipedia

  • Doob-Dynkin-Lemma — Das Doob Dynkin Lemma ist eine nach den Mathematikern Joseph Doob und Eugene Dynkin benannte Aussage aus der Wahrscheinlichkeitstheorie, die eine funktionale Beziehung zwischen zwei Zufallsgrößen herstellt. Seien X und Y zwei Abbildungen . In… …   Deutsch Wikipedia

  • Doob-Zerlegung — Der Satz über die Doob Zerlegung, benannt nach dem US amerikanischen Mathematiker Joseph Doob, ist in der Wahrscheinlichkeitstheorie eine Aussage über die Darstellung eines stochastischen Prozesses als Martingal. Aussage Seien ein… …   Deutsch Wikipedia

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