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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    Order before 4pm today for delivery by Mon 15 Jun 2026.

    A Paperback 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: 1/21/2021 12:07:00 AM
      ISBN13: 9781071618295, 978-1071618295
      ISBN10: 1071618296

      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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