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Probability: Vol. 2 (Graduate Texts in Mathematics)
Probability Vol 2 - Graduate Texts in Mathematics
Author: Albert N. Shiryaev
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are...  more »
ISBN-13: 9780387722078
ISBN-10: 0387722076
Pages: 428
Edition: 3rd
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Publisher: Springer
Book Type: Hardcover
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