Probability-2

• Main Author: Shiryaev, Albert N. (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2019.
• Edition: 3rd ed. 2019.
• Series: Graduate Texts in Mathematics, 95
• Subjects: Probabilities.; Probability Theory and Stochastic Processes.

This textbook is the second volume of a pair that presents the latest English edition of the author's classic, Probability. Building on the foundations established in the preceding Probability-1, this volume guides the reader on to the theory of random processes. The new edition includes expand...

Table of Contents:

• 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.