Authors:
- Presents a wide range of results in logic and computational complexity
- Explains the topic informally and then in more detail for the advanced reader
- Presents the ideas behind the theoretical concepts
- Includes supplementary material: sn.pub/extras
Part of the book series: Universitext (UTX)
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Table of contents (22 chapters)
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Front Matter
About this book
This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent.
The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects.
Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.
Reviews
From the book reviews:
“The current version of the book contains twenty-two chapters and seven appendices. … the book may well serve as the basis of up to four consecutive, mainly undergraduate probability courses. Although in the last years many new topics in probability theory have gained a lot of attention, the present author’s account is a precious self-contained standard reference, which preserves and prolongs the excellence of the Soviet probability education to our days.” (Michael Högele, zbMATH, Vol. 1297, 2014)
Authors and Affiliations
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Sobolev Institute of Mathematics, Russian Academy of Sciences, Novosibirsk, Russia
Alexandr A. Borovkov
About the author
Bibliographic Information
Book Title: Probability Theory
Authors: Alexandr A. Borovkov
Series Title: Universitext
DOI: https://doi.org/10.1007/978-1-4471-5201-9
Publisher: Springer London
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag London Ltd., part of Springer Nature 2013
Softcover ISBN: 978-1-4471-5200-2Published: 01 July 2013
eBook ISBN: 978-1-4471-5201-9Published: 22 June 2013
Series ISSN: 0172-5939
Series E-ISSN: 2191-6675
Edition Number: 1
Number of Pages: XXVIII, 733
Number of Illustrations: 22 b/w illustrations