Problems in Probability

By:

Albert N. Shiryaev

Format:

Paperback / softback

Series:

Problem Books in Mathematics

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Description

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions, in addition to many new exercises. Most of the material in this book consists of exercises created by Shiryaev, collected and compiled over the course of many years while working on many interesting topics. Many of the exercises resulted from discussions that took place during special seminars for graduate and undergraduate students. Many of the exercises included in the book contain helpful hints and other relevant information. Lastly, the author has included an appendix at the end of the book that contains a summary of the main results, notation and terminology from Probability Theory that are used throughout the present book. This Appendix also contains additional material from Combinatorics, Potential Theory and Markov Chains, which is not covered in the book, but is nevertheless needed for many of the exercises included here.

Author Biography:

Albert Shiryaev is an eminent mathematician who has written several texts on probability and stochastic calculus, which have been translated into several languages. He is the recipient of several honors and awards, including the Humboldt Research Award, Markov prize, and Kolmogorov prize.

Release date Australia

September 19th, 2014

Author

Albert N. Shiryaev

Audience

Professional & Vocational

Contributor

Translated by Andrew Lyasoff

Illustrations

Pages

428

Series

Problem Books in Mathematics

Dimensions

155x235x23

ISBN-13

9781489999412

Product ID

25703665

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