Synopses & Reviews
For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions,
Review
From the reviews: "This eight-chapter book contains problems on various aspects of probability that Shiryaev ... carefully collected from diverse sources or created himself. ... An attractive feature is the inclusion of hints/suggestions accompanying some of the difficult problems. ... well-written book could be gainfully used as a supplementary text for an advanced course in probability theory or mathematics of finance. Researchers in probability would also find the book helpful. Summing Up: Highly recommended. Libraries serving universities with a strong program in probability theory; upper-division undergraduates through researchers/faculty." (D. V. Chopra, Choice, Vol. 50 (8), April, 2013)
Synopsis
The problems and exercises in this book vary in nature and degree of difficulty. Some problems are meant to test the reader's basic understanding, others are of medium-to-high degrees of difficulty and require more creative thinking.
Synopsis
For the first two editions of the book Probability (GTM 95), each chapter included a comprehensive and diverse set of relevant exercises. While the work on the third edition was still in progress, it was decided that it would be more appropriate to publish a separate book that would comprise all of the exercises from previous editions,
About the Author
Albert Shiryaev is an eminent mathematician who has written several texts on probability and stochastic calculus, which have been translated into several languages. He is the recipient of several honors and awards, including the Humboldt Research Award, Markov prize, and Kolmogorov prize.
Table of Contents
Preface.- 1. Elementary Probability Theory.- 2. Mathematical Foundations of Probability Theory.- 3. Convergence of Probability Measures.- 4. Independent Random Variables.- 5. Stationary Random Sequences in Strict Sense.- 6. Stationary Random Sequences in Broad Sense.- 7. Martingales.- 8. Markov Chains.- Appendix.- References.