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.
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Text: English, Russian (translation)
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Seller: Row By Row Bookshop, Sugar Grove, NC, U.S.A.
Hardcover. Condition: Good. Dust Jacket Condition: No Dust Jacket. First U.S. Edition. An ex-library copy in original yellow and white hard covers. The usual ex-libris markings. The binding is sound, the text is clean/unmarked, and there is little cover wear. No dust jacket, apparently as issued. Book. Seller Inventory # 064279
Seller: Better World Books, Mishawaka, IN, U.S.A.
Condition: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 16228318-6
Seller: J. Wyatt Books, Ottawa, ON, Canada
Hardcover. Condition: VG-. 577 pages in very good, clean condition. Previous owner's name on fep. Yellow/white hardcovers with black titles. Corners and spine a little frayed. Covers lightly soiled. VG-. Book. Seller Inventory # 212136
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Seller: Nauka Japan LLC, Tokyo, Japan
Hardcover. Condition: New. springer 2504-0708. Seller Inventory # ABE-1744012056001