TY  - BOOK
AU  - Shiryaev A.N.
AU  - Boas,R.P.
TI  - Probability
T2  - Graduate texts in mathematics
SN  - 9780387945491
U1  - 519.2 23
PY  - 1996///
CY  - New York
PB  - Springer-Verlag
KW  - Probabilities
N1  - Includes bibliographical references (p. [597]-607) and indexes; Ch. I. Elementary Probability Theory --
 Ch. II. Mathematical Foundations of Probability Theory --
 Ch. III. Convergence of Probability Measures. Central Limit Theorem --
 Ch. IV. Sequences and Sums of Independent Random Variables --
 Ch. V. Stationary (Strict Sense) Random Sequences and Ergodic Theory --
 Ch. VI. Stationary (Wide Sense) Random Sequences. L[superscript 2] Theory --
 Ch. VII. Sequences of Random Variables that Form Martingales --
 Ch. VIII. Sequences of Random Variables that Form Markov Chains--
References--
Index of symbols--
Index
N2  - 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, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises
ER  -