Problems in Probability

• Main Author: Shiryaev, Albert N. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2012.
• Series: Problem Books in Mathematics,
• Subjects: Mathematics.; Probabilities.; Combinatorics.; Probability Theory and Stochastic Processes.

Problems in Probability  comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Albert Shiryaev has skillfully created, collected, and compiled  the exercises in this text over the course of many years while working on topics which...

Table of Contents:

• Preface
• 1. Elementary Probability Theory
• 2. Mathematical Foundations of Probability Theory
• 3. Convergence of Probability Measures
• 4. Independent Random Variables
• 5. Stationary Random Sequences in Strict Sense
• 6. Stationary Random Sequences in Broad Sense
• 7. Martingales
• 8. Markov Chains
• Appendix
• References.