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About this Textbook

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil­ ity, Statistics, and Stochastic Processors, I, II" and published by that Univer­ sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three­ semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space. In this connection, we stated in the Preface to the first edition that only probability theory and the theory of random processes with discrete time were really adequately presented. Essentially all of the first edition is reproduced in this second edition. Changes and corrections are, as a rule, editorial, taking into account com­ ments made by both Russian and foreign readers of the Russian original and ofthe English and Germantranslations [Sll]. The author is grateful to all of these readers for their attention, advice, and helpful criticisms. In this second English edition, new material also has been added, as follows: in Chapter 111, §5, §§7-12; in Chapter IV, §5; in Chapter VII, §§8-10.

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $74.99
price for USA in USD
  • ISBN 978-1-4757-2539-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
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  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Probability
Authors
Translated by
Wilson, S.S.
Series Title
Graduate Texts in Mathematics
Series Volume
95
Copyright
1996
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-2539-1
DOI
10.1007/978-1-4757-2539-1
Series ISSN
0072-5285
Edition Number
2
Number of Pages
XVI, 624
Number of Illustrations
1 b/w illustrations
Additional Information
Original Russian edition published by Nauka, 1989
Topics