Probability
by Alʹbert Nikolaevich Shiri͡aev and Albert N. Shiryaev
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"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 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."--BOOK JACKET.
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Probabilities, Qa273 .s54413 1996, 519.5| Edition | Availability |
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Veroi͡atnostʹ
1989, "Nauka," Glav. red. fiziko-matematicheskoĭ lit-ry
in Russian
- Izd. 2., perer. i dop.
5020139556 9785020139558
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Veroi͡atnostʹ: [Uchebnoe posobie dli͡a universitetov po spet͡sialʹnosti "Matematika"]
1980, "Nauka"
in Russian
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Book Details
Edition Notes
Bibliography: p. [561]-564.
Translation of: Veroi͡atnostʹ.
Includes index.
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| July 11, 2024 | Edited by MARC Bot | import existing book |
| December 19, 2023 | Edited by ImportBot | import existing book |
| August 2, 2023 | Edited by AgentSapphire | Merge works |
| July 25, 2019 | Edited by Lisa | Added new cover |
| December 10, 2009 | Created by WorkBot | add works page |