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Probability-1 : Volume 1 / by Albert N. Shiryaev

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Original language: Russian Series: Graduate Texts in Mathematics ; 95 | SpringerLink BücherPublisher: New York ; Heidelberg ; Dordrecht ; London : Springer, 2016Edition: 3rd ed. 2016Description: Online-Ressource (XVII, 486 p. 39 illus, online resource)ISBN:
  • 9780387722061
Subject(s): Additional physical formats: 9780387722054 | Erscheint auch als: 978-0-387-72205-4 Druck-AusgabeDDC classification:
  • 519.2
MSC: MSC: *60-01 | 60Axx | 60Bxx | 60FxxLOC classification:
  • QA273.A1-274.9 QA274-274.9
  • QA273.A1-274.9
  • QA274-274.9
DOI: DOI: 10.1007/978-0-387-72206-1Online resources: Summary: Introduction -- Elementary Probability Theory -- Mathematical Foundations of Probability Theory -- Convergence of Probability Measures. Central Limit Theorem.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, 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. The book is accessible to advanced undergraduates and can be used as a text for independent study. 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 “π-λ” systems), and the fundamental theorems of mathematical statistics.PPN: PPN: 1658381734Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SXMS | ZDB-2-SMA
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