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Titlebook: Probability; A. N. Shiryayev Textbook 19841st edition Springer Science+Business Media New York 1984 Law of large numbers.Markov chain.Mart

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發(fā)表于 2025-3-21 20:00:47 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Probability
編輯A. N. Shiryayev
視頻videohttp://file.papertrans.cn/757/756854/756854.mp4
叢書名稱Graduate Texts in Mathematics
圖書封面Titlebook: Probability;  A. N. Shiryayev Textbook 19841st edition Springer Science+Business Media New York 1984 Law of large numbers.Markov chain.Mart
描述This textbook is based on a three-semester course of lectures given by the author in recent years in the Mechanics-Mathematics Faculty of Moscow State University and issued, in part, in mimeographed form under the title Probability, Statistics, Stochastic Processes, I, II by the Moscow State University Press. We follow tradition by devoting the first part of the course (roughly one semester) to the elementary theory of probability (Chapter I). This begins with the construction of probabilistic models with finitely many outcomes and introduces such fundamental probabilistic concepts as sample spaces, events, probability, independence, random variables, expectation, corre- lation, conditional probabilities, and so on. Many probabilistic and statistical regularities are effectively illustrated even by the simplest random walk generated by Bernoulli trials. In this connection we study both classical results (law of large numbers, local and integral De Moivre and Laplace theorems) and more modern results (for example, the arc sine law). The first chapter concludes with a discussion of dependent random vari- ables generated by martingales and by Markov chains.
出版日期Textbook 19841st edition
關(guān)鍵詞Law of large numbers; Markov chain; Martingale; Probability; Random variable; Stochastic processes; Wahrsc
版次1
doihttps://doi.org/10.1007/978-1-4899-0018-0
isbn_ebook978-1-4899-0018-0Series ISSN 0072-5285 Series E-ISSN 2197-5612
issn_series 0072-5285
copyrightSpringer Science+Business Media New York 1984
The information of publication is updating

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書目名稱Probability網(wǎng)絡(luò)公開度學(xué)科排名




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Sequences and Sums of Independent Random Variables,ere .., .., ... is a sequence of independent identically distributed Bernoulli random variables with .(.. = + 1) = .(.. = ? 1) = 1/2? In other words, what can be said about the convergence of a series whose general term is ± 1/., where the signs are chosen in a random manner, according to the sequen
板凳
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Sequences of Random Variables That Form Martingales,s, the basic indicator of dependence is the covariance function, and the inferences made in this theory are determined by the properties of that function. In the theory of Markov chains (§12 of Chapter I; Chapter VIII) the basic dependence is supplied by the transition function, which completely det
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A. N. Shiryayevl exam, surgical approach, clinical outcome and supporting lCovering both primary and revision total knee arthroplasty (TKA), each technique-oriented chapter in this book opens with a clinical case and an overview of the challenges and multiple options for management, and each section within the cha
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A. N. Shiryayevapproach and summarizes MIT clinical guidelines.Outlines pha.This book proposes an integrated model of treatment for Personality Disorders (PDs) that goes beyond outdated categorical diagnoses, aiming to treat the general factors underlying the pathology of personality. The authors emphasize the dev
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