Probability-1

by Albert N. Shiryaev

Book Overview

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. The book is accessible to advanced undergraduates...

• Format: Paperback
• Language: English
• ISBN: 1493979051
• ISBN13: 9781493979059
• Release Date: May 2018
• Publisher: Springer
• Length: 486 Pages
• Weight: 1.55 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"