Universitext

Probability Theory

Authors: Borovkov, Alexander A.

  • 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
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eBook $69.99
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  • ISBN 978-1-4471-5201-9
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  • Immediate eBook download after purchase
Softcover $99.00
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  • ISBN 978-1-4471-5200-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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About this Textbook

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.

About the authors

Professor Alexandr Borovkov lives and works in the Novosibirsk Academy Town in Russia and is affiliated with both the Sobolev Institute of Mathematics of the Russian Academy of Sciences and the Novosibirsk State University. He is one of the most prominent Russian specialists in probability theory and mathematical statistics. Alexandr Borovkov authored and co-authored more than 200 research papers and ten research monographs and advanced level university textbooks. His contributions to mathematics and its applications are widely recognized, which included election to the Russian Academy of Sciences and several prestigious awards for his research and textbooks.

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)


Table of contents (22 chapters)

  • Discrete Spaces of Elementary Events

    Borovkov, Alexandr A.

    Pages 1-11

  • An Arbitrary Space of Elementary Events

    Borovkov, Alexandr A.

    Pages 13-29

  • Random Variables and Distribution Functions

    Borovkov, Alexandr A.

    Pages 31-63

  • Numerical Characteristics of Random Variables

    Borovkov, Alexandr A.

    Pages 65-105

  • Sequences of Independent Trials with Two Outcomes

    Borovkov, Alexandr A.

    Pages 107-127

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4471-5201-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-1-4471-5200-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Probability Theory
Authors
Series Title
Universitext
Copyright
2013
Publisher
Springer-Verlag London
Copyright Holder
Springer-Verlag London
Distribution Rights
Distribution rights for India: Researchco Book Centre, New Delhi, India
eBook ISBN
978-1-4471-5201-9
DOI
10.1007/978-1-4471-5201-9
Softcover ISBN
978-1-4471-5200-2
Series ISSN
0172-5939
Edition Number
1
Number of Pages
XXVIII, 733
Number of Illustrations and Tables
22 b/w illustrations
Topics