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25 Remote Warehouse Mathematics- Probability and Statistics

Graduate Texts in Mathematics #0095: Probability

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Graduate Texts in Mathematics #0095: Probability Cover

 

Synopses & Reviews

Publisher Comments:

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 for self-study. This new edition contains substantial revisions and updated references. The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures. Proofs for a number of some important results which were merely stated in the first edition have been added. The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables.

Description:

Includes bibliographical references (p. [597]-607) and indexes.

Product Details

ISBN:
9780387945491
Translator:
Boas, Ralph P.
Author:
Boas, Ralph P.
Author:
Wilson, Stephen S.
Author:
Shiryaev, Albert
Author:
Shiryaev, Albert N.
Author:
Shiriaev, Albert N.
Publisher:
Springer
Location:
New York, NY
Subject:
Probability
Subject:
Probabilities
Subject:
Probability & Statistics - General
Subject:
Mathematics | Probability and Statistics
Subject:
Statistics
Subject:
Probability Theory and Stochastic Processes
Subject:
Mathematics
Subject:
Language, literature and biography
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Copyright:
Edition Number:
2
Edition Description:
2nd ed. 1996
Series:
Graduate Texts in Mathematics
Series Volume:
0095
Publication Date:
December 1995
Binding:
HARDCOVER
Language:
English
Illustrations:
Y
Pages:
637
Dimensions:
235 x 155 mm 2370 gr

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» Science and Mathematics » Mathematics » Probability and Statistics » General
» Science and Mathematics » Mathematics » Probability and Statistics » Statistics

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Product details 637 pages Springer-Verlag - English 9780387945491 Reviews:
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