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...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
1996, 1996
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| Edition: | 2nd ed. 1996 |
| Series: | Graduate Texts in Mathematics
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| Subjects: | |
| 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