Albert N. Shiryaev: Probability-1 | Buch

Cover: 9780387722054 | Probability-1 | Albert N. Shiryaev | Buch | xvii | Englisch | 2016

Rückseite: 9780387722054 | Probability-1 | Albert N. Shiryaev | Buch | xvii | Englisch | 2016

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Sprache: Englisch

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Beschreibung

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 or for self-study.
The third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

Über den Autor

Albert N. Shiryaev is Chief Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences and Head of the Department of Probability Theory in the Mechanics and Mathematics Faculty at Lomonosov Moscow State University. He is the author of several books, including Problems in Probability [translated by Andrew Lyasov], Optimal Stopping Rules [translated by A.B. Aries], and Statistics of Random Processes [with Robert S. Liptser]. He was the recipient of the A.N. Kolmogorov Prize of the Russian Academy of Sciences in 1994 and the A.A. Markov Prize in 1974.

Dmitry M. Chibisov is Leading Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences. He is the Editor-in-Chief of the journal Mathematical Methods of Statistics.

Zusammenfassung

The third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

Inhaltsverzeichnis

Introduction.- Elementary Probability Theory.- Mathematical Foundations of Probability Theory.- Convergence of Probability Measures. Central Limit Theorem.

Details

Erscheinungsjahr:	2016
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	xvii 486 S. 39 s/w Illustr. 486 p. 39 illus.
ISBN-13:	9780387722054
ISBN-10:	038772205X
Sprache:	Englisch
Herstellernummer:	11416616
Einband:	Gebunden
Autor:	Shiryaev, Albert N.
Übersetzung:	Chibisov, Dmitry M.
Auflage:	3rd edition 2016
Hersteller:	Springer Springer US Springer US, New York, N.Y.
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	241 x 160 x 33 mm
Von/Mit:	Albert N. Shiryaev
Erscheinungsdatum:	09.07.2016
Gewicht:	0,916 kg