Książka Probability-2 Albert N. Shiryaev

Probability-2

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
331.03
This book contains a systematic treatment of probability from the ground up, starting with intuitive...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2019
strony
348
EAN
9780387722078
ISBN
0387722076
Enbook ID
01382543
Waga
724
Wymiary
241 x 164 x 24

Pełny opis

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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