Ebook: Probability
Author: A. N. Shiryayev (auth.)
- Tags: Probability Theory and Stochastic Processes
- Series: Graduate Texts in Mathematics 95
- Year: 1984
- Publisher: Springer New York
- Language: English
- pdf
Content:
Front Matter....Pages i-xi
Introduction....Pages 1-4
Elementary Probability Theory....Pages 5-128
Mathematical Foundations of Probability Theory....Pages 129-305
Convergence of Probability Measures. Central Limit Theorem....Pages 306-353
Sequences and Sums of Independent Random Variables....Pages 354-375
Stationary (Strict Sense) Random Sequences and Ergodic Theory....Pages 376-386
Stationary (Wide Sense) Random Sequences. L 2-Theory....Pages 387-445
Sequences of Random Variables That Form Martingales....Pages 446-522
Sequences of Random Variables That Form Markov Chains....Pages 523-554
Back Matter....Pages 555-580
Content:
Front Matter....Pages i-xi
Introduction....Pages 1-4
Elementary Probability Theory....Pages 5-128
Mathematical Foundations of Probability Theory....Pages 129-305
Convergence of Probability Measures. Central Limit Theorem....Pages 306-353
Sequences and Sums of Independent Random Variables....Pages 354-375
Stationary (Strict Sense) Random Sequences and Ergodic Theory....Pages 376-386
Stationary (Wide Sense) Random Sequences. L 2-Theory....Pages 387-445
Sequences of Random Variables That Form Martingales....Pages 446-522
Sequences of Random Variables That Form Markov Chains....Pages 523-554
Back Matter....Pages 555-580
....
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