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Title: Probability
Authors: A.N. Shiryaev
Keywords: Probability | Xác suất | Lý thuyết ergodic | Martingale | Chuỗi Markov; Probability | Xác suất | Lý thuyết ergodic | Martingale | Chuỗi Markov
Issue Date: 1996
Publisher: Springer
Abstract: This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for self-study
URI: http://thuvienso.thanglong.edu.vn//handle/TLU/12306
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