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About this Textbook

This textbook is based on a three-semester course of lectures given by the author in recent years in the Mechanics-Mathematics Faculty of Moscow State University and issued, in part, in mimeographed form under the title Probability, Statistics, Stochastic Processes, I, II by the Moscow State University Press. We follow tradition by devoting the first part of the course (roughly one semester) to the elementary theory of probability (Chapter I). This begins with the construction of probabilistic models with finitely many outcomes and introduces such fundamental probabilistic concepts as sample spaces, events, probability, independence, random variables, expectation, correĀ­ lation, conditional probabilities, and so on. Many probabilistic and statistical regularities are effectively illustrated even by the simplest random walk generated by Bernoulli trials. In this connection we study both classical results (law of large numbers, local and integral De Moivre and Laplace theorems) and more modern results (for example, the arc sine law). The first chapter concludes with a discussion of dependent random variĀ­ ables generated by martingales and by Markov chains.

Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $74.99
price for USA in USD (gross)
  • ISBN 978-1-4899-0018-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Probability
Authors
Translated by
Boas, R.P.
Series Title
Graduate Texts in Mathematics
Series Volume
95
Copyright
1984
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4899-0018-0
DOI
10.1007/978-1-4899-0018-0
Series ISSN
0072-5285
Edition Number
1
Number of Pages
XI, 580
Number of Illustrations
1 b/w illustrations
Topics