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Detaljer Om Varen
- 3. Udgave
- Udgiver: Springer London, Limited (Juli 2016)
- Forfattere: Albert N. Shiryaev, Stephen S. Wilson og Dmitry M. Chibisov
- ISBN: 9780387722054
Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. 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 and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This 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.
- Elementary Probability Theory. - Mathematical Foundations of Probability Theory. - Convergence of Probability Measures. Central Limit Theorem.