Probability 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Albert N. Shiryaev 作者

Springer

R. P. Boas 译者

1995-12-8 出版日期

637 页数

$94.95 价格

丛书系列

9780387908984 图书编码

Probability 在线电子书图书标签: Probability 数学 statistics Mathematics GTM

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Probability 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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. The book is accessible to advanced undergraduates and can be used as a text for self-study. This new edition contains substantial revisions and updated references. The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures. Proofs for a number of some important results which were merely stated in the first edition have been added. The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables.

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