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Viser: Probability

Probability, 3. udgave

Probability

Albert N. Shiryaev, Stephen S. Wilson og Dmitry M. Chibisov
(2016)
Sprog: Engelsk
Springer
653,00 kr. 379,00 kr.
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Detaljer Om Varen

  • 3. Udgave
  • Hardback
  • Udgiver: Springer (Juli 2016)
  • Forfattere: Albert N. Shiryaev, Stephen S. Wilson og Dmitry M. Chibisov
  • ISBN: 9780387722054

Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. 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 and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. 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.

Preface
to the Third Edition. - Preface
to the Second Edition. - Preface
to the First Edition. - Introduction
- Elementary Probability Theory. - Mathematical Foundations of Probability Theory. - Proximity and Convergence of Probability Measures. - Central Limit Theorem. - Bibliography. -
Index.
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