Probability /
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...
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| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
[1996]
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| Edition: | Second edition. |
| Series: | Graduate texts in mathematics ;
95. Springer series in Soviet mathematics. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Ch. I. Elementary Probability Theory
- Ch. II. Mathematical Foundations of Probability Theory
- Ch. III. Convergence of Probability Measures. Central Limit Theorem
- Ch. IV. Sequences and Sums of Independent Random Variables
- Ch. V. Stationary (Strict Sense) Random Sequences and Ergodic Theory
- Ch. VI. Stationary (Wide Sense) Random Sequences. L[superscript 2] Theory
- Ch. VII. Sequences of Random Variables that Form Martingales
- Ch. VIII. Sequences of Random Variables that Form Markov Chains.