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Graduate Texts In Mathematics 95:probability by A.N.SHIRYAYEV, A.N. Shiryayev, translated by R.P. Boas, Alʹbert Nikolaevich Shiri︠a︡ev, Al'bert Nikolajevič Širjaev, Al'bert Nikolaevich Shiriaev, Alʹbert N Širjaev, A. N. Shiryayev, A. N Shirjaev is a book available to read on EtoBox.

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1 (p1): Introduction 5 (p2): CHAPTER I Elementary Probability Theory 5 (p2-1): 1.Probabilistic Model of an Experiment with a Finite Number of Outcomes 17 (p2-2): 2.Some Classical Models and Distributions 23 (p2-3): 3.Conditional Probability.Independence 32 (p2-4): 4.Random Variables and Their Properties 45 (p2-5): 5.The Bernoulli Scheme.I.The Law of Large Numbers 55 (p2-6): 6.The Bernoulli Scheme.II.Limit Theorems (Local,De Moivre-Laplace,Poisson) 68 (p2-7): 7.Estimating the Probability of Success in the Bernoulli Scheme 74 (p2-8): 8.Conditional Probabilities and Mathematical Expectations with Respect to Decompositions 81 (p2-9): 9.Random Walk.I.Probabilities of Ruin and Mean Duration in Coin Tossing 92 (p2-10): 10.Random Walk.II.Reflection Principle.Arcsine Law 101 (p2-11): 11.Martingales.Some Applications to the Random Walk 108 (p2-12): 12.Markov Chains.Ergodic Theorem.Strong Markov Property 129 (p3): CHAPTER II Mathematical Foundations of Probability Theory 129 (p3-1): 1.Probabilistic Model for an Experiment with Infinitely Many Outcomes.Kolmogorov’s Axioms 137 (p3-2): 2.Algebras and σ-algebras.Measurable Spaces 149 (p3-3): 3.Methods of Introducing Probability Measures on Measur

Author

A.N.SHIRYAYEV, A.N. Shiryayev, translated by R.P. Boas, Alʹbert Nikolaevich Shiri︠a︡ev, Al'bert Nikolajevič Širjaev, Al'bert Nikolaevich Shiriaev, Alʹbert N Širjaev, A. N. Shiryayev, A. N Shirjaev

Publisher

Springer Spektrum. in Springer-Verlag GmbH

Published

1984

Language

EN

ISBN

9780387908984

Subjects

Mathematics, Stem