Probability: In 2 books. Book 1
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This publication (in two books “Probability - 1” and “probability - 2”) is an extended course of lectures on probability theory.
The second book “probability - 2” is devoted to random processes with discrete time (random sequences) The main attention here is paid to stationary sequences (in a narrow and broad sense), Martingals and Markov chains. Applications are given to issues of evaluating and filtering in random sequences, to stochastic financial mathematics, insurance theory and tasks of optimal stop
The second book “probability - 2” is devoted to random processes with discrete time (random sequences) The main attention here is paid to stationary sequences (in a narrow and broad sense), Martingals and Markov chains. Applications are given to issues of evaluating and filtering in random sequences, to stochastic financial mathematics, insurance theory and tasks of optimal stop
Author:
Author:Ширяев А.Н.
Cover:
Cover:Hard
Category:
- Category:Arts & Photography
- Category:Science & Math
Publication language:
Publication Language:Russian
Paper:
Paper:Offset
Age restrictions:
Age restrictions:16+
ISBN:
ISBN:978-5-4439-1557-9
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