Probability Theory

Alexandr Borovkov authored and co-authored more than 200 research papers and ten research monographs and advanced level university textbooks. His contributions to mathematics and its applications are widely recognized, which included election to the Russian Academy of Sciences and several prestigiou...

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Bibliographic Details
Main Author: Borovkov, Alexandr A.
Format: eBook
Language:English
Published: London Springer London 2013, 2013
Edition:1st ed. 2013
Series:Universitext
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Discrete Spaces of Elementary Events
  • An Arbitrary Space of Elementary Events
  • Random Variables and Distribution Functions
  • Numerical Characteristics of Random Variables
  • Sequences of Independent Trials with Two Outcomes
  • On Convergence of Random Variables and Distributions
  • Characteristic Functions
  • Sequences of Independent Random Variables. Limit Theorems
  • Large Deviation Probabilities for Sums of Independent Random Variables
  • Renewal Processes
  • Properties of the Trajectories of Random Walks. Zero-One Laws
  • Random Walks and Factorisation Identities
  • Sequences of Dependent Trials. Markov Chains
  • Information and Entropy
  • Martingales
  • Stationary Sequences
  • Stochastic Recursive Sequences
  • Continuous Time Random Processes
  • Processes with Independent Increments
  • Functional Limit Theorems
  • Markov Processes
  • Processes with Finite Second Moments. Gaussian Processes
  • Appendices