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9780387722078

Probability - 2

by ; ;
  • ISBN13:

    9780387722078

  • ISBN10:

    0387722076

  • Edition: 3rd
  • Format: Hardcover
  • Copyright: 2019-03-25
  • Publisher: Springer Nature
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Supplemental Materials

What is included with this book?

Summary

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 and can be used as a text or for self-study.The 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.

Table of Contents

Preface.- Sequences and Sums of Independent Random Variables.- Stationary (Strict Sense) Random Sequences and Ergodic Theory.- Stationary (Wide Sense) Random Sequences.- L2 Theory.- Sequences of Random Variables that Form Martingales.- Sequences of Random Variables that Form Markov Chains.- History of Mathematical Theory of Probability.- Bibliography (Chapters IV-VIII).- List of Literature.- Index.

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

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