ENGLISH

Probability

By Albert N. Shiryaev , R. P. Boas

Book information

Publisher
Springer
Year
1996
ISBN
9780387945491, 0387945490
LCC
QA273 .S54413 1996
Open Library ID
OL7448511M
Language
english
Format
DJVU
Filesize
4 MB (4537028 bytes)
Series
Graduate texts in mathematics Springer series in Soviet mathematics 95
Edition
2nd ed
Pages
637\637
Library
Kolxo3
DPI
600
Time added
2009-07-20 03:45:11

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, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. 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 self-study. This new edition contains substantial revision and updated references. The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures. Proofs for a number of some important results which were merely stated in the first edition have been added. The author has included new material on the probability of large deviations, on the central limit theorem for sums of dependent random variables, and on a discrete version of Ito's formula.

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