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Probability (Graduate Texts in Mathematics) (v. 95)

Probability (Graduate Texts in Mathematics) (v. 95)
Author: Albert N. Shiryaev
ISBN 13: 9780387945491
ISBN 10: 387945490
Edition: 2nd
Publisher: Springer
Publication Date: 1995-12-08
Format: Hardcover
Pages: 624
List Price: $94.95

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.