Carte Probability-2 Albert N. Shiryaev

Probability-2

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 10-13 zile
434.19 lei
This book contains a systematic treatment of probability from the ground up, starting with intuitive...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2019
Pagini
348
EAN
9780387722078
ISBN
0387722076
Enbook ID
01382543
Greutate
724
Dimensiuni
241 x 164 x 24

Descriere completă

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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