| 书目名称 | Probability-2 | | 编辑 | Albert N. Shiryaev | | 视频video | | | 概述 | Along with Probability-1, forms the third English edition of the author’s classic Probability.Offers new problems, exercises, proofs, and applications in financial topics and mathematical statistics.F | | 丛书名称 | Graduate Texts in Mathematics | | 图书封面 |  | | 描述 | .This textbook is the second volume of a pair that presents the latest English edition of the author’s classic, .Probability.. Building on the foundations established in the preceding .Probability-1., this volume guides the reader on to the theory of random processes. The new edition includes expanded material on financial mathematics and financial engineering; new problems, exercises, and proofs throughout; and a Historical Review charting the development of the mathematical theory of probability. Suitable for an advanced undergraduate or beginning graduate student with a course in probability theory, this volume forms the natural sequel to .Probability-1...Probability-2. opens with classical results related to sequences and sums of independent random variables, such as the zero–one laws, convergence of series, strong law of large numbers, and the law of the iterated logarithm. The subsequent chapters go on to develop the theory of random processes with discrete time: stationary processes, martingales, and Markov processes. The Historical Review illustrates the growth from intuitive notions of randomness in history through to modern day probability theory and theory of random proc | | 出版日期 | Textbook 20193rd edition | | 关键词 | probability theory; random processes; discrete time processes; random sequences; probability textbook; ra | | 版次 | 3 | | doi | https://doi.org/10.1007/978-0-387-72208-5 | | isbn_softcover | 978-1-0716-1829-5 | | isbn_ebook | 978-0-387-72208-5Series ISSN 0072-5285 Series E-ISSN 2197-5612 | | issn_series | 0072-5285 | | copyright | Springer Science+Business Media, LLC, part of Springer Nature 2019 |
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发表于 2025-3-21 16:38:01
