Probability-1 (Graduate Texts in Mathematics Book 95) 3rd Edition by Albert N. Shiryaev (PDF)

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Ebook Info

  • Published: 2016
  • Number of pages: 503 pages
  • Format: PDF
  • File Size: 5.68 MB
  • Authors: Albert N. Shiryaev

Description

Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. 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 and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐Fantastic book, very comprehensive. Arrived swiftly, very pleased.

⭐Ottima trattazione, tipica della scuola russaWhen I was learning Probability theory, I borrowed one from the department library. It was the second edition in English. I just can’t stop before I finished the first chapter. And after that I went through almost the whole book except the last chapter. It’s really a great Russian style mathematics. If you want to know Probability theory well through real mathematical view, I highly recommend this book. Please finish the exercises in every chapter. You are doing mathematics.

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