Ebook: Probability-1. Vol.1
Author: Širjaev Alʹbert N, Dmitry M. Chibisov
- Tags: Mathematics, Probabilities, Probability Theory and Stochastic Processes
- Series: Graduate texts in mathematics 95
- Year: 2016
- Publisher: Springer
- Edition: 3ed.
- Language: English
- pdf
Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. 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 and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.
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