Description

Book Synopsis
This 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.

Trade Review
“I think this would be an excellent text by itself for an advanced course in probability.” (Allen Stenger, MAA Reviews, October 26, 2019)



Table of Contents

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.

Probability2

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    A Hardback by Albert N. Shiryaev, Dmitry M. Chibisov

    £58.49

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      Book details

      Publisher Springer-Verlag New York Inc.
      Published 3/25/2019 12:00:00 AM
      ISBN-13 9780387722078
      978-0387722078
      ISBN-10 0387722076
      Also in:
      Probability and statistics Stochastics

      Description

      Book Synopsis
      This 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.

      Trade Review
      “I think this would be an excellent text by itself for an advanced course in probability.” (Allen Stenger, MAA Reviews, October 26, 2019)



      Table of Contents

      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.

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