Probability
著者
書誌事項
Probability
（Graduate texts in mathematics, 95）
Springer, c2016-
3rd ed
- 1
- 2
- タイトル別名
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Veroi︠a︡tnostʹ
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注記
Original 1st ed. published: 1980; 1st English ed.: c1984
"Translation from the Russian language edition: Veroi︠a︡tnostʹ-2 (fourth edition) by Albert N. Shiryaev"--T. p. verso
1: xvii, 486 p.-- 2: x, 348 p.
Includes bibliographical references and indexes
内容説明・目次
- 巻冊次
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1 ISBN 9780387722054
内容説明
Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.
目次
Introduction.- Elementary Probability Theory.- Mathematical Foundations of Probability Theory.- Convergence of Probability Measures. Central Limit Theorem.
- 巻冊次
-
2 ISBN 9780387722078
内容説明
Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.
目次
Preface.- Chapter 4: Sequences and Sums of Independent Random Variables.- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory.- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory.- Chapter 7: Martingales.- Chapter 8: Markov Chains.- Historical of Bibliographical Notes (Chapters 4-8).- References.- Index.- Index of Symbols.
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