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Probability /

by Shiryaev, Al'bert Nikolaevich
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Series: Graduate texts in mathematics ; . 95 Edition statement:2. ed. Published by : Springer Verlag, (New York : ) Physical details: XVI, 621 p. ; 24 cm. Subject(s): Probabilities Year : 1996
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Item type Location Call Number Copy Status Date Due
Books Istituto di Ingegneria Biomedica QA273.S54413 (Browse Shelf) 1 Available

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.

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