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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Bibliographic Details
Main Author: Shiryaev, A.N.
Format: eBook
Published: New York, NY Springer New York 1984, 1984
Edition:1st ed. 1984
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