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Shiryaev, Al'bert Nikolaevich

Probability / A. N. Shiryaev - 2. ed. - New York : Springer Verlag, 1996 - XVI, 621 p. ; 24 cm. - Graduate texts in mathematics ; 95 .

Contents. Introduction. 1. Elemenatry probability theory. 2. Mathematical foundations of probability theory. 3. Convergence of probability measures. Central limit. 4. Sequences and sums of independent random variables. 5. Stationary (strict sense) random sequences and ergodic theory. 6. Stationary (wide sense) random sequences. L2 theory. 7. Sequences of random variables that form Martingales. 8. Sequences of random variables that form Markov Chains.

ISBN: 0387945490

Subjects--Topical Terms:
Probabilities

LC Class. No.: QA273.S54413

Dewey Class. No.: 519.5