國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Probability.2

Boas, R.P.,

Probability.2

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Probability.by Albert N. Shiryaev ; translated by R.P. Boas and D.M. Chibisov.
作者:	Shiryaev, Albert N.
其他作者:	Boas, R.P.,
出版者:	New York, NY :Springer New York :2019.
面頁冊數:	x, 348 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Probabilities.
電子資源:	https://doi.org/10.1007/978-0-387-72208-5
ISBN:	9780387722085$q(electronic bk.)

Probability.2
Shiryaev, Albert N.

Probability.2[electronic resource] /by Albert N. Shiryaev ; translated by R.P. Boas and D.M. Chibisov. - 3rd ed. - New York, NY :Springer New York :2019. - x, 348 p. :ill., digital ;24 cm. - Graduate texts in mathematics,950072-5285 ;. - Graduate texts in mathematics ;129..

Preface -- Chapter 4: Sequences and Sums of Independent Random Variables -- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory -- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory -- Chapter 7: Martingales -- Chapter 8: Markov Chains -- Historical of Bibliographical Notes (Chapters 4-8) -- References -- Index -- Index of Symbols.

This textbook is the second volume of a pair that presents the latest English edition of the author's classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded material on financial mathematics and financial engineering; new problems, exercises, and proofs throughout; and a Historical Review charting the development of the mathematical theory of probability. Suitable for an advanced undergraduate or beginning graduate student with a course in probability theory, this volume forms the natural sequel to Probability-1. Probability-2 opens with classical results related to sequences and sums of independent random variables, such as the zero-one laws, convergence of series, strong law of large numbers, and the law of the iterated logarithm. The subsequent chapters go on to develop the theory of random processes with discrete time: stationary processes, martingales, and Markov processes. The Historical Review illustrates the growth from intuitive notions of randomness in history through to modern day probability theory and theory of random processes. Along with its companion volume, this textbook presents 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, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises throughout.

ISBN: 9780387722085$q(electronic bk.)

Standard No.: 10.1007/978-0-387-72208-5doiSubjects--Topical Terms:

182046
Probabilities.

LC Class. No.: QA273 / .S557 2019

Dewey Class. No.: 519.2

Probability.2
LDR:03176nmm a2200373 a 4500 001 554725
003 DE-He213
005 20190323131107.0
006 m d
007 cr nn 008maaau
008 191118s2019 nyu s 0 eng d
020 $a 9780387722085$q(electronic bk.)
020 $a 9780387565927$q(paper)
024 7 $a 10.1007/978-0-387-72208-5 $2 doi
035 $a 978-0-387-72208-5
040 $a GP $c GP
041 1 $a eng $h rus
050 4 $a QA273 $b .S557 2019
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.2 $2 23
090 $a QA273 $b .S558 2019
100 1 $a Shiryaev, Albert N. $3 573107
240 1 0 $a Veroiatnost. $l English
245 1 0 $a Probability. $n 2 $h [electronic resource] / $c by Albert N. Shiryaev ; translated by R.P. Boas and D.M. Chibisov.
250 $a 3rd ed.
260 $a New York, NY : $b Springer New York : $b Imprint: Springer, $c 2019.
300 $a x, 348 p. : $b ill., digital ; $c 24 cm.
490 1 $a Graduate texts in mathematics, $x 0072-5285 ; $v 95
505 0 $a Preface -- Chapter 4: Sequences and Sums of Independent Random Variables -- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory -- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory -- Chapter 7: Martingales -- Chapter 8: Markov Chains -- Historical of Bibliographical Notes (Chapters 4-8) -- References -- Index -- Index of Symbols.
520 $a This textbook is the second volume of a pair that presents the latest English edition of the author's classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expanded material on financial mathematics and financial engineering; new problems, exercises, and proofs throughout; and a Historical Review charting the development of the mathematical theory of probability. Suitable for an advanced undergraduate or beginning graduate student with a course in probability theory, this volume forms the natural sequel to Probability-1. Probability-2 opens with classical results related to sequences and sums of independent random variables, such as the zero-one laws, convergence of series, strong law of large numbers, and the law of the iterated logarithm. The subsequent chapters go on to develop the theory of random processes with discrete time: stationary processes, martingales, and Markov processes. The Historical Review illustrates the growth from intuitive notions of randomness in history through to modern day probability theory and theory of random processes. Along with its companion volume, this textbook presents 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, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises throughout.
650 0 $a Probabilities. $3 182046
650 1 4 $a Probability Theory and Stochastic Processes. $3 274061
700 1 $a Boas, R.P., $e translator. $3 836553
700 1 $a Chibisov, D.M., $e translator. $3 836554
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Graduate texts in mathematics ; $v 129. $3 436082
856 4 0 $u https://doi.org/10.1007/978-0-387-72208-5
950 $a Mathematics and Statistics (Springer-11649)