Problems in probability / Albert N. Shiryaev ; translated by Andrew Lyasoff.
Material type:
TextSeries: Problem books in mathematicsPublication details: New York : Springer, 2012Description: xii, 427 p. : illustrations ; 24 cmISBN: - 9781461436874 (alk. paper)
- 519.2 23 Sh558
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.2 Sh558 (Browse shelf(Opens below)) | Available | 136331 |
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| 519.2 Sh558 Prokhorov and contemporary probability theory : | 519.2 Sh558 Probability / | 519.2 Sh558 Probability / | 519.2 Sh558 Problems in probability / | 519.2 Sh558 Probability-1 / | 519.2 Sh559 Empirical processes with applications to statistics | 519.2 Sh559 Probability for statisticians |
Includes bibliographical references and indexes.
1. Elementary probability theory --
2. Mathematical foundations of pobability theory --
3. Topology and convergence in spaces of probability measures: the central limit theorem --
4. Sequences and sums of independent random variables --
5. Stationary (in strict sense) random sequences and ergodic theory --
6. Stationary (in broad sense) random sequences:L2-theory --
7. Martingale sequences --
8. Sequences of random variables that form markov chains--
A. Review of some fundamental concepts and results from probability theory and combinatorics --
References--
Author index--
Subject index.
The problems and exercises in this book vary in nature and degree of difficulty. Some problems are meant to test the reader's basic understanding, others are of medium-to-high degrees of difficulty and require more creative thinking.
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