Probability 2nd Edition by A. N. Shiryaev

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Probability 2nd Edition

by Albert N. Shiryaev

this is clear that this book contains important and interesting results obtained through a long time period, beginning with the classical Bernoulli's law of large numbers, and ending with very recent results concerning convergence of martingales and absolute continuity of probability measures. Let us note especially that the great number of ideas, notions and statements in the book are well-motivated, explained in detail and illustrated by suitably chosen examples and a large number of exercises. Thus, the present book is a synthesis of all significant classical ideas and results, and many of the major achievements of modern probability theory. In the whole it is a welcome addition to mathematical literature and can become an indispensable textbook for courses in stochastics.

- J. Stoyanov, Zentralblatt

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关键词：Probability bability Shiryaev Ability Edition exercises especially concerning statements beginning

Probability j A.N. Shiryaev; translated by R.P. Boas.-2nd ed.
p. cm.-(Graduate texts in mathematics;95)
© 1984, 1996 by Springer Science+Business Media New York
Originally published by Springer-Verlag Berlin Heidelberg New York in 1996
Softcover reprint of the hardcover 2nd edition 1996

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