| 书目名称 | Probability | | 编辑 | A. N. Shiryayev | | 视频video | | | 丛书名称 | Graduate Texts in Mathematics | | 图书封面 |  | | 描述 | This textbook is based on a three-semester course of lectures given by the author in recent years in the Mechanics-Mathematics Faculty of Moscow State University and issued, in part, in mimeographed form under the title Probability, Statistics, Stochastic Processes, I, II by the Moscow State University Press. We follow tradition by devoting the first part of the course (roughly one semester) to the elementary theory of probability (Chapter I). This begins with the construction of probabilistic models with finitely many outcomes and introduces such fundamental probabilistic concepts as sample spaces, events, probability, independence, random variables, expectation, corre lation, conditional probabilities, and so on. Many probabilistic and statistical regularities are effectively illustrated even by the simplest random walk generated by Bernoulli trials. In this connection we study both classical results (law of large numbers, local and integral De Moivre and Laplace theorems) and more modern results (for example, the arc sine law). The first chapter concludes with a discussion of dependent random vari ables generated by martingales and by Markov chains. | | 出版日期 | Textbook 19841st edition | | 关键词 | Law of large numbers; Markov chain; Martingale; Probability; Random variable; Stochastic processes; Wahrsc | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4899-0018-0 | | isbn_ebook | 978-1-4899-0018-0Series ISSN 0072-5285 Series E-ISSN 2197-5612 | | issn_series | 0072-5285 | | copyright | Springer Science+Business Media New York 1984 |
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发表于 2025-3-21 20:00:47
