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This updated third edition of Shiryaev's work on probability contains a systematic treatment from the ground up, starting with intuitive ideas, then developing more sophisticated subjects. Examples are discussed in detail, and there are a large number of exercises.
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This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data.
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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.
Bemærk: Kan ikke leveres før jul.
In addition to the thorough presentation of probability, a historical exposition is presented that documents how the mathematical theory of probability has developed. The two volumes that... Læs mere