Probability
In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil...
Main Author:  

Format:  eBook 
Language:  English 
Published: 
New York, NY
Springer New York
1996, 1996

Edition:  2nd ed. 1996 
Series:  Graduate Texts in Mathematics

Subjects:  
Online Access:  
Collection:  Springer Book Archives 2004  Collection details see MPG.ReNa 
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008  140122  eng  
020  a 9781475725391  
100  1  a Shiryaev, Albert  
245  0  0  a Probability h Elektronische Ressource c by Albert Shiryaev 
250  a 2nd ed. 1996  
260  a New York, NY b Springer New York c 1996, 1996  
300  a XVI, 624 p. 1 illus b online resource  
505  0  a I Elementary Probability Theory  II Mathematical Foundations of Probability Theory  III Convergence of Probability Measures. Central Limit Theorem  IV Sequences and Sums of Independent Random Variables  V Stationary (Strict Sense) Random Sequences and Ergodic Theory  VI Stationary (Wide Sense) Random Sequences. L2 Theory  VII Sequences of Random Variables that Form Martingales  VIII Sequences of Random Variables that Form Markov Chains  Historical and Bibliographical Notes  References  Index of Symbols  
653  a Probability Theory  
653  a Probabilities  
041  0  7  a eng 2 ISO 6392 
989  b SBA a Springer Book Archives 2004  
490  0  a Graduate Texts in Mathematics  
028  5  0  a 10.1007/9781475725391 
856  4  0  u https://doi.org/10.1007/9781475725391?nosfx=y x Verlag 3 Volltext 
082  0  a 519.2  
520  a In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil ity, Statistics, and Stochastic Processors, I, II" and published by that Univer sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space. In this connection, we stated in the Preface to the first edition that only probability theory and the theory of random processes with discrete time were really adequately presented. Essentially all of the first edition is reproduced in this second edition. Changes and corrections are, as a rule, editorial, taking into account com ments made by both Russian and foreign readers of the Russian original and ofthe English and Germantranslations [Sll]. The author is grateful to all of these readers for their attention, advice, and helpful criticisms. In this second English edition, new material also has been added, as follows: in Chapter 111, §5, §§712; in Chapter IV, §5; in Chapter VII, §§810 