Probability
This textbook is based on a three-semester course of lectures given by the author in recent years in the Mechanics-Mathematics Faculty of Moscow State University and issued, in part, in mimeographed form under the title Probability, Statistics, Stochastic Processes, I, II by the Moscow State Univers...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
1984, 1984
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| Edition: | 1st ed. 1984 |
| 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