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" Probability theory / "
Alexandr A. Borovkov ; edited by K.A. Borovkov ; translated by O.B. Borovkova and P.S. Ruzankin.
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BL
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| Record Number
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809599
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| Doc. No
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GBB381617b623615
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| Uniform Title
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Teoriya Veroyatnostei.English
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| Main Entry
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Borovkov, A. A., (Aleksandr Alekseevich),1931-
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| Title & Author
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Probability theory /\ Alexandr A. Borovkov ; edited by K.A. Borovkov ; translated by O.B. Borovkova and P.S. Ruzankin.
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| Series Statement
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Universitext,
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| Page. NO
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xxviii, 733 pages :: illustrations ;; 24 cm.
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| ISBN
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9781447152002
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: 144715200X
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9781447152019
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1447152018
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| Notes
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"Translation from the 5th edn. of the Russian language edition: 'Teoriya Veroyatmostei' by Alexandr A. Borovkov, ©Knizhnyi dom Librikom 2009."
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| Bibliographies/Indexes
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Includes bibliographical references (pages 723-724) and indexes.
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| Contents
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Discrete Spaces of Elementary Events -- An Arbitrary Space of Elementary Events -- Random Variables and Distribution Functions -- Numerical Characteristics of Random Variables -- Sequences of Independent Trials with Two Outcomes -- On Convergence of Random Variables and Distributions -- Characteristic Functions -- Sequences of Independent Random Variables. Limit Theorems -- Large Deviation Probabilities for Sums of Independent Random Variables -- Renewal Processes -- Properties of the Trajectories of Random Walks. Zero-One Laws -- Random Walks and Factorisation Identities -- Sequences of Dependent Trials. Markov Chains -- Information and Entropy -- Martingales -- Stationary Sequences -- Stochastic Recursive Sequences -- Continuous Time Random Processes -- Processes with Independent Increments -- Functional Limit Theorems -- Markov Process -- Processes with Finite Second Moments. Gaussian Processes.
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| Abstract
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"'Probability theory' is an actively developing branch of mathematics. It has applications in many areas of science and technology and forms the basis of mathematical statistics. This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent. The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful and esteemed Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and makes it an invaluable source of reference for Western researchers and advanced students in probability related subjects. Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study"--provided by publisher.
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| Subject
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Probabilities.
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Probabilities.
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| Dewey Classification
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519.2
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| LC Classification
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QA273.B83313 2013
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| Added Entry
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Borovkov, K. A., (Konstantin Aleksandrovich)
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Borovkova, O. B.
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Ruzankin, P. S.
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