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Problems in Probability

Problems in Probability  comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Albert Shiryaev has skillfully created, collected, and compiled  the exercises in this text over the course of many years while working on topics which...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Shiryaev, Albert N. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2012.
Edition:1st ed. 2012.
Series:Problem Books in Mathematics,
Subjects:
Online Access:Texto Completo
Table of Contents:
  • Preface
  • 1. Elementary Probability Theory
  • 2. Mathematical Foundations of Probability Theory
  • 3. Convergence of Probability Measures
  • 4. Independent Random Variables
  • 5. Stationary Random Sequences in Strict Sense
  • 6. Stationary Random Sequences in Broad Sense
  • 7. Martingales
  • 8. Markov Chains
  • Appendix
  • References.