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Probability-2 opens with classical results related to sequences and sums of independent random variables, such as the zeröone laws, convergence of series, strong law of large numbers, and the law of the iterated logarithm. The subsequent chapters go on to develop the theory of random processes with discrete time: stationary processes, martingales, and Markov processes. The Historical Review illustrates the growth from intuitive notions of randomness in history through to modern day probability theory and theory of random processes.
Along with its companion volume, this textbook presents 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, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises throughout.
Probability-2 opens with classical results related to sequences and sums of independent random variables, such as the zeröone laws, convergence of series, strong law of large numbers, and the law of the iterated logarithm. The subsequent chapters go on to develop the theory of random processes with discrete time: stationary processes, martingales, and Markov processes. The Historical Review illustrates the growth from intuitive notions of randomness in history through to modern day probability theory and theory of random processes.
Along with its companion volume, this textbook presents 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, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises throughout.
Preface.- Chapter 4: Sequences and Sums of Independent Random Variables.- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory.- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory.- Chapter 7: Martingales.- Chapter 8: Markov Chains.- Historical of Bibliographical Notes (Chapters 4-8).- References.- Index.- Index of Symbols.
| Erscheinungsjahr: | 2019 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Graduate Texts in Mathematics |
| Inhalt: |
x
348 S. 16 s/w Illustr. 348 p. 16 illus. |
| ISBN-13: | 9780387722078 |
| ISBN-10: | 0387722076 |
| Sprache: | Englisch |
| Herstellernummer: | 11417101 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Shiryaev, Albert N. |
| Übersetzung: | Chibisov, Dmitry M. |
| Auflage: | 3rd ed. 2019 |
| Hersteller: |
Springer New York
Springer US, New York, N.Y. Graduate Texts in Mathematics |
| Maße: | 241 x 160 x 24 mm |
| Von/Mit: | Albert N. Shiryaev |
| Erscheinungsdatum: | 25.03.2019 |
| Gewicht: | 0,771 kg |
Preface.- Chapter 4: Sequences and Sums of Independent Random Variables.- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory.- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory.- Chapter 7: Martingales.- Chapter 8: Markov Chains.- Historical of Bibliographical Notes (Chapters 4-8).- References.- Index.- Index of Symbols.
| Erscheinungsjahr: | 2019 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Reihe: | Graduate Texts in Mathematics |
| Inhalt: |
x
348 S. 16 s/w Illustr. 348 p. 16 illus. |
| ISBN-13: | 9780387722078 |
| ISBN-10: | 0387722076 |
| Sprache: | Englisch |
| Herstellernummer: | 11417101 |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Shiryaev, Albert N. |
| Übersetzung: | Chibisov, Dmitry M. |
| Auflage: | 3rd ed. 2019 |
| Hersteller: |
Springer New York
Springer US, New York, N.Y. Graduate Texts in Mathematics |
| Maße: | 241 x 160 x 24 mm |
| Von/Mit: | Albert N. Shiryaev |
| Erscheinungsdatum: | 25.03.2019 |
| Gewicht: | 0,771 kg |
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