Albert N. Shiryaev
Probability-1
Volume 1
Gebonden Engels 2016 3e druk 9780387722054Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387722054
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer New York
Druk:3
Lezersrecensies
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Inhoudsopgave
<p>Introduction.- Elementary Probability Theory.- Mathematical Foundations of Probability Theory.- Convergence of Probability Measures. Central Limit Theorem.</p>
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