ENGLISH

Probability-1: Volume 1

By Albert N. Shiryaev (auth.)

Book information

Publisher
Springer-Verlag New York
Year
2016
ISBN
978-0-387-72205-4, 978-0-387-72206-1
DOI
10.1007/978-0-387-72206-1
Language
english
Format
PDF
Filesize
6 MB (5956378 bytes)
Series
Graduate Texts in Mathematics 95
Edition
3
Pages
XVII, 486\501
Time added
2016-07-20 04:00:00
Probability Theory and Stochastic Processes

Description

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, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for independent study. To accommodate the greatly expanded material in the third edition of Probability, the book is now divided into two volumes. This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of “π-λ” systems), and the fundamental theorems of mathematical statistics.

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