This updated third edition of Shiryaev's work on probability contains a systematic treatment from the ground up, starting with intuitive ideas, then developing more sophisticated subjects. Examples are discussed in detail, and there are a large number of exercises.

Along with Probability-1, forms the third English edition of the author's classic Probability Offers new problems, exercises, proofs, and applications in financial topics and mathematical statistics Features a Historical Review charting the development of the mathematical theory of probability Synthesizes classical ideas and results with many of the major achievements of modern probability theory Suitable for a course on random processes or for independent study

Autorentext
Albert N. Shiryaev is Chief Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences and Head of the Department of Probability Theory in the Mechanics and Mathematics Faculty at Lomonosov Moscow State University. He is the recipient of the A.N. Kolmogorov Prize of the Russian Academy of Sciences in 1994 and the A.A. Markov Prize in 1974. His numerous other titles include Problems in Probability, translated by A. Lyasoff, which offers more than 1500 exercises and problems as a supplement to Probability.
Translator Dmitry M. Chibisov is Leading Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences. He is the Editor-in-Chief of the journal Mathematical Methods of Statistics and is the translator of over 6 volumes from Russian to English.

Inhalt

Preface.- Chapter 4: Sequences and Sums of Independent Random Variables.- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory.- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory.- Chapter 7: Martingales.- Chapter 8: Markov Chains.- Historical of Bibliographical Notes (Chapters 4-8).- References.- Index.- Index of Symbols.