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Probability / A.N. Shiryaev ; translated by R.P. Boas.

By: Contributor(s): Material type: TextTextSeries: Graduate texts in mathematics ; 95.Publication details: New York : Springer-Verlag, c1996.Edition: 2nd edDescription: xvi, 621 p. : ill. ; 24 cmISBN:
  • 9780387945491
Subject(s): DDC classification:
  • 519.2 23 Sh558
Contents:
Ch. I. Elementary Probability Theory -- Ch. II. Mathematical Foundations of Probability Theory -- Ch. III. Convergence of Probability Measures. Central Limit Theorem -- Ch. IV. Sequences and Sums of Independent Random Variables -- Ch. V. Stationary (Strict Sense) Random Sequences and Ergodic Theory -- Ch. VI. Stationary (Wide Sense) Random Sequences. L[superscript 2] Theory -- Ch. VII. Sequences of Random Variables that Form Martingales -- Ch. VIII. Sequences of Random Variables that Form Markov Chains-- References-- Index of symbols-- Index.
Summary: 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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.2 Sh558 (Browse shelf(Opens below)) Available 135961
Books ISI Library, Kolkata 519.2 Sh558 (Browse shelf(Opens below)) Available 135960
Total holds: 0

Includes bibliographical references (p. [597]-607) and indexes.

Ch. I. Elementary Probability Theory --
Ch. II. Mathematical Foundations of Probability Theory --
Ch. III. Convergence of Probability Measures. Central Limit Theorem --
Ch. IV. Sequences and Sums of Independent Random Variables --
Ch. V. Stationary (Strict Sense) Random Sequences and Ergodic Theory --
Ch. VI. Stationary (Wide Sense) Random Sequences. L[superscript 2] Theory --
Ch. VII. Sequences of Random Variables that Form Martingales --
Ch. VIII. Sequences of Random Variables that Form Markov Chains--
References--
Index of symbols--
Index.

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.

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