Probability
by Alʹbert Nikolaevich Shiri͡aev and Albert N. Shiryaev
- 0 Ratings
- 1 Want to read
- 0 Currently reading
- 0 Have read
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.
--back cover
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Probabilities, Qa273 .s54413 1996, 519.5Showing 6 featured editions. View all 6 editions?
| Edition | Availability |
|---|---|
1
|
aaaa
Libraries near you:
WorldCat
|
2
|
zzzz
Libraries near you:
WorldCat
|
3
Veroi͡atnostʹ
1989, "Nauka," Glav. red. fiziko-matematicheskoĭ lit-ry
in Russian
- Izd. 2., perer. i dop.
5020139556 9785020139558
|
zzzz
Libraries near you:
WorldCat
|
4
|
zzzz
Libraries near you:
WorldCat
|
5
|
cccc
Libraries near you:
WorldCat
|
|
6
|
zzzz
Libraries near you:
WorldCat
|
Book Details
Edition Notes
Includes bibliographical references (p. [597]-607) and indexes.
Classifications
The Physical Object
ID Numbers
Work 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 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.
Community Reviews (0)
Feedback?
History
- Created April 1, 2008
- 9 revisions
Wikipedia citation
×CloseCopy and paste this code into your Wikipedia page. Need help?
| July 25, 2019 | Edited by Lisa | Added edition details from personal copy. |
| July 25, 2019 | Edited by Lisa | Added new cover |
| November 24, 2017 | Edited by MARC Bot | fix combining diacritics |
| July 30, 2010 | Edited by IdentifierBot | added LibraryThing ID |
| April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |