ENGLISH

Probability

By A. N. Shiryaev (auth.)

Book information

Publisher
Springer New York
Year
1996
ISBN
9781475725414, 9781475725391
Language
english
Format
PDF
Filesize
13 MB (13151416 bytes)
Series
Graduate Texts in Mathematics 95
Pages
\636
Time added
2020-08-30 06:11:09
Probability Theory and Stochastic Processes

Description

Front Matter....Pages i-xvi Introduction....Pages 1-4 Elementary Probability Theory....Pages 5-130 Mathematical Foundations of Probability Theory....Pages 131-307 Convergence of Probability Measures. Central Limit Theorem....Pages 308-378 Sequences and Sums of Independent Random Variables....Pages 379-403 Stationary (Strict Sense) Random Sequences and Ergodic Theory....Pages 404-414 Stationary (Wide Sense) Random Sequences. L 2 -Theory....Pages 415-473 Sequences of Random Variables That Form Martingales....Pages 474-563 Sequences of Random Variables That Form Markov Chains....Pages 564-595 Back Matter....Pages 597-624

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