Deze website maakt gebruik van cookies. Klik hier voor meer informatie.X sluit
Uitgebreid zoeken
Boek

Probability-2

Probability-2 - Shiryaev, Albert N. - ISBN: 9780387722078
Prijs: € 74,90
Levertijd: 3 tot 4 werkdagen
Bindwijze: Boek, Gebonden
Genre: Wiskunde algemeen
Boekenliefde.nl:
Probability-2 op boekenliefde.nl
Add to cart

Beschrijving

This Updated Third Edition Of Shiryaev's Work On Probability Contains A Systematic Treatment From The Ground Up, Starting With Intuitive Ideas, Then Developing More Sophisticated Subjects. Examples Are Discussed In Detail, And There Are A Large Number Of Exercises.

Details

Titel: Probability-2
auteur: Shiryaev, Albert N.
Mediatype: Boek
Bindwijze: Gebonden
Taal: Engels
Aantal pagina's: 348
Uitgever: Springer-verlag New York Inc.
Plaats van publicatie: 01
NUR: Wiskunde algemeen
Afmetingen: 164 x 241 x 24
Gewicht: 724 gr
ISBN/ISBN13: 9780387722078
Intern nummer: 8029415

Extra informatie

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 or for self-study.The 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.

Inhoudsopgave

From the contents:§Preface.- Sequences and Sums of Independent Random Variables.- Stationary (Strict Sense) Random Sequences and Ergodic Theory.- Stationary (Wide Sense) Random Sequences.- L2 Theory.- Sequences of Random Variables that Form Martingales.- Sequences of Random Variables that Form Markov Chains.- History of Mathematical Theory of Probability.- Bibliography (Chapters IV-VIII).- List of Literature.- Index.

Winkelvoorraad

Dit product is op dit moment niet op voorraad in een van onze vestigingen.