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.

*"synopsis" may belong to another edition of this title.*

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, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for independent study.

To accommodate the greatly expanded material in the third edition of *Probability*, the book is now divided into two volumes. This first volume contains updated references and substantial revisions of the first three chapters of the second edition. In particular, new material has been added on generating functions, the inclusion-exclusion principle, theorems on monotonic classes (relying on a detailed treatment of “π-λ” systems), and the fundamental theorems of mathematical statistics.

Albert N. Shiryaev is Chief Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences and Head of the Department of Probability Theory in the Mechanics and Mathematics Faculty at Lomonosov Moscow State University. He is the author of several books, including *Problems in Probability *[translated by Andrew Lyasov], *Optimal Stopping Rules *[translated by A.B. Aries], and *Statistics of Random *Processes [with Robert S. Liptser]. He was the recipient of the A.N. Kolmogorov Prize of the Russian Academy of Sciences in 1994 and the A.A. Markov Prize in 1974.

Dmitry M. Chibisov is Leading Scientific Researcher and Professor of Probability Theory and Mathematical Statistics at the Steklov Mathematical Institute of the Russian Academy of Sciences. He is the Editor-in-Chief of the journal *Mathematical Methods of Statistics*.

*"About this title" may belong to another edition of this title.*

US$ 58.30

**Shipping:**
US$ 3.86

From United Kingdom to U.S.A.

Published by
Springer New York 2016-07-09, New York
(2016)

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Hardcover
Quantity Available: 1

Seller

Rating

**Book Description **Springer New York 2016-07-09, New York, 2016. hardback. Book Condition: New. Bookseller Inventory # 9780387722054

More Information About This Seller | Ask Bookseller a Question

Published by
Springer-Verlag New York Inc., United States
(2016)

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Hardcover
Quantity Available: 10

Seller

Rating

**Book Description **Springer-Verlag New York Inc., United States, 2016. Hardback. Book Condition: New. 3rd ed. 2016. Language: English . Brand New Book. 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. Bookseller Inventory # SPR9780387722054

More Information About This Seller | Ask Bookseller a Question

Published by
Springer-Verlag New York Inc., United States
(2016)

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Hardcover
Quantity Available: 10

Seller

Rating

**Book Description **Springer-Verlag New York Inc., United States, 2016. Hardback. Book Condition: New. 3rd ed. 2016. Language: English . Brand New Book. 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. Bookseller Inventory # SPR9780387722054

More Information About This Seller | Ask Bookseller a Question

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Quantity Available: 1

Seller

Rating

**Book Description **Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-36196

More Information About This Seller | Ask Bookseller a Question

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Quantity Available: 1

Seller

Rating

**Book Description **Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB36196

More Information About This Seller | Ask Bookseller a Question

Published by
Springer-Verlag New York Inc.

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Hardcover
Quantity Available: 2

Seller

Rating

**Book Description **Springer-Verlag New York Inc. Hardback. Book Condition: new. BRAND NEW, Probability: v. 1 (3rd Revised edition), Albert N. Shiryaev, 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, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text or for self-study. The 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. Bookseller Inventory # B9780387722054

More Information About This Seller | Ask Bookseller a Question

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Quantity Available: 3

Seller

Rating

**Book Description **Book Condition: New. Bookseller Inventory # ST038772205X. Bookseller Inventory # ST038772205X

More Information About This Seller | Ask Bookseller a Question

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Quantity Available: 1

Seller

Rating

**Book Description **Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-36196

More Information About This Seller | Ask Bookseller a Question

Published by
Springer
(2016)

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Hardcover
Quantity Available: 3

Seller

Rating

**Book Description **Springer, 2016. Book Condition: New. Contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Series: Graduate Texts in Mathematics. Num Pages: 532 pages, 47 illus. BIC Classification: PBT. Category: (UU) Undergraduate. . . 2016. 3rd. Hardcover. . . . . . Bookseller Inventory # V9780387722054

More Information About This Seller | Ask Bookseller a Question

Published by
Springer

ISBN 10: 038772205X
ISBN 13: 9780387722054

New
Hardcover
Quantity Available: 3

Seller

Rating

**Book Description **Springer. Book Condition: New. Contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Series: Graduate Texts in Mathematics. Num Pages: 532 pages, 47 illus. BIC Classification: PBT. Category: (UU) Undergraduate. . . 2016. 3rd. Hardcover. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780387722054

More Information About This Seller | Ask Bookseller a Question