Probability-1

3rd Auflage 2016
ISBN: 978-0-387-72205-4
Verlag: Springer

Buch, Englisch, 486 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 8749 g

Reihe: Graduate Texts in Mathematics

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.

Zielgruppe

Graduate

Autoren/Hrsg.

Shiryaev, Albert N.

Weitere Mitwirkende

Chibisov, Dmitry M.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik

Inhaltsverzeichnis

Introduction.- Elementary Probability Theory.- Mathematical Foundations of Probability Theory.- Convergence of Probability Measures. Central Limit Theorem.

Über Autor(innen)

Albert N. Shiryaev is Chief Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences and Head of the Department of Probability Theory in the Mechanics and Mathematics Faculty at Lomonosov Moscow State University. He is the author of several books, including Problems in Probability [translated by Andrew Lyasov], Optimal Stopping Rules [translated by A.B. Aries], and Statistics of Random Processes [with Robert S. Liptser]. He was the recipient of the A.N. Kolmogorov Prize of the Russian Academy of Sciences in 1994 and the A.A. Markov Prize in 1974.

Dmitry M. Chibisov is Leading Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences. He is the Editor-in-Chief of the journal Mathematical Methods of Statistics.