Probability-2. 3rd ed. 2019
- 種類:
- 電子ブック
- 責任表示:
- by Albert N. Shiryaev
- 出版情報:
- New York, NY : Springer New York : Imprint: Springer, 2019
- 著者名:
- シリーズ名:
- Graduate Texts in Mathematics ; 95
- ISBN:
- 9780387722085 [0387722084]
- 注記:
- Preface -- Chapter 4: Sequences and Sums of Independent Random Variables -- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory -- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory -- Chapter 7: Martingales -- Chapter 8: Markov Chains -- Historical of Bibliographical Notes (Chapters 4-8) -- References -- Index -- Index of Symbols.
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 pr - ローカル注記:
- 岐阜大学構成員専用E-BOOKS (Gifu University members only)
類似資料:
Springer New York : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer New York : Imprint: Springer |
Springer International Publishing : Imprint: Birkhäuser |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |