Autorzy | |
Wydawnictwo | Springer, Berlin |
Data wydania | |
Liczba stron | 486 |
Forma publikacji | książka w twardej oprawie |
Język | angielski |
ISBN | 9780387722054 |
Kategorie | Prawdopodobieństwo i statystyka |
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.
Probability. Vol.1