Kniha Probability-1 Albert N. Shiryaev

Probability-1

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
1 899
This book contains a systematic treatment of probability from the ground up, starting with intuitive...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2009
Stránek
486
EAN
9780387722054
ISBN
038772205X
Enbook ID
01382542
Hmotnost
870
Rozměry
243 x 167 x 33

Kompletní popis

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.

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