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To accommodate the greatly expanded material in the third edition of Probability, the book is now divided into two volumes. This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of ¿¿-¿¿ systems), and the fundamental theorems of mathematical statistics.
To accommodate the greatly expanded material in the third edition of Probability, the book is now divided into two volumes. This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of ¿¿-¿¿ systems), and the fundamental theorems of mathematical statistics.
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.
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.
Introduction.- Elementary Probability Theory.- Mathematical Foundations of Probability Theory.- Convergence of Probability Measures. Central Limit Theorem.
| Erscheinungsjahr: | 2016 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Seiten: | 504 |
| Reihe: | Graduate Texts in Mathematics |
| Inhalt: |
xvii
486 S. 39 s/w Illustr. 486 p. 39 illus. |
| ISBN-13: | 9780387722054 |
| ISBN-10: | 038772205X |
| Sprache: | Englisch |
| Herstellernummer: | 11416616 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Shiryaev, Albert N. |
| Übersetzung: | Chibisov, Dmitry M. |
| Auflage: | 3rd ed. 2016 |
| Hersteller: |
Springer US
Springer New York Graduate Texts in Mathematics |
| Maße: | 241 x 160 x 33 mm |
| Von/Mit: | Albert N. Shiryaev |
| Erscheinungsdatum: | 09.07.2016 |
| Gewicht: | 0,916 kg |
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.
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.
Introduction.- Elementary Probability Theory.- Mathematical Foundations of Probability Theory.- Convergence of Probability Measures. Central Limit Theorem.
| Erscheinungsjahr: | 2016 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Seiten: | 504 |
| Reihe: | Graduate Texts in Mathematics |
| Inhalt: |
xvii
486 S. 39 s/w Illustr. 486 p. 39 illus. |
| ISBN-13: | 9780387722054 |
| ISBN-10: | 038772205X |
| Sprache: | Englisch |
| Herstellernummer: | 11416616 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Shiryaev, Albert N. |
| Übersetzung: | Chibisov, Dmitry M. |
| Auflage: | 3rd ed. 2016 |
| Hersteller: |
Springer US
Springer New York Graduate Texts in Mathematics |
| Maße: | 241 x 160 x 33 mm |
| Von/Mit: | Albert N. Shiryaev |
| Erscheinungsdatum: | 09.07.2016 |
| Gewicht: | 0,916 kg |
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