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...

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Bibliographic Details
Main Author: Shiryaev, Albert
Format: eBook
Published: New York, NY Springer New York 1996, 1996
Edition:2nd ed. 1996
Series:Graduate Texts in Mathematics
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 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