Probability-1 / Albert N. Shiryaev.
Material type:
TextSeries: Graduate texts in mathematics ; 95.Publication details: New York : Springer, 2016.Edition: 3rd edDescription: xvii, 486 pages : illustrations ; 24 cmISBN: - 9780387722054
- 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 | 137718 |
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| 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 | 519.2 Sh559 Probability for statisticians |
Translated by R.P. Boas and K.M. Chibisov.
Includes bibliographical references and indexes.
1. Elementary Probability Theory.-
2. Mathematical Foundations of Probability Theory.-
3. Convergence of Probability Measures. Central Limit Theorem.
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, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for independent study. ... This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of "[pi]-[lambda]" systems), and the fundamental theorems of mathematical statistics.
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