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Probability: v. 95

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Probability: v. 95

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Probability: v. 95 by Albert N. Shiryaev
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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 revisions 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 included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables.
Release date Australia
December 8th, 1995
Contributors
Translated by H.P. Boas Translated by Stephen S. Wilson
Country of Publication
United States
Edition
2nd ed. 1996
Illustrations
1 black & white illustrations, biography
Imprint
Springer-Verlag New York Inc.
Pages
640
Dimensions
156x234x34
ISBN-13
9780387945491
Product ID
3945160

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