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

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    View other formats and editions of Probability2 by Albert N. Shiryaev

    Publisher: Springer-Verlag New York Inc.
    Publication Date: 3/25/2019 12:00:00 AM
    ISBN13: 9780387722078, 978-0387722078
    ISBN10: 0387722076
    Also in:
    Mathematics 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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