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008 150903s2012 xxu| o |||| 0|eng d
020 _a9781461436881
_99781461436881
024 7 _a10.1007/9781461436881
_2doi
035 _avtls000341079
039 9 _a201509030832
_bVLOAD
_c201405050223
_dVLOAD
_y201402061050
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA273.A1-274.9
100 1 _aShiryaev, Albert N.
_eautor
_9318656
245 1 0 _aProblems in Probability /
_cby Albert N. Shiryaev.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2012.
300 _axii, 427 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aProblem Books in Mathematics,
_x0941-3502
500 _aSpringer eBooks
505 0 _aPreface -- 1. Elementary Probability Theory -- 2. Mathematical Foundations of Probability Theory -- 3. Convergence of Probability Measures -- 4. Independent Random Variables -- 5. Stationary Random Sequences in Strict Sense -- 6. Stationary Random Sequences in Broad Sense -- 7. Martingales -- 8. Markov Chains -- Appendix -- References.
520 _aProblems in Probability  comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Albert Shiryaev has skillfully created, collected, and compiled  the exercises in this text over the course of many years while working on topics which interested him the most.   A substantial  number of the exercises resulted from diverse sources such as textbooks, lecture notes, exercise manuals, monographs, and discussions that took place during special seminars for graduate and undergraduate students. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds—from students to researchers—will find a great deal of value in this book and can treat the work as an exercise manual, a handbook, or as a supplementary text to a course in probability theory, control, and mathematical finance. The problems and exercises in this book vary in nature and degree of difficulty. Some problems are meant to test the reader’s basic understanding, others are of medium-to-high degrees of difficulty and require more creative thinking. Other problems are meant to develop additional theoretical concepts and tools or to familiarize the reader with various facts that are not necessarily covered in mainstream texts. Additional problems are related to the passage from random walk to Brownian motions and Brownian bridges. The appendix contains a summary of the main results, notation and terminology that are used throughout the book.  It also contains additional material from combinatorics, potential theory and Markov chains—subjects that are not covered in the book, but are nevertheless needed for many of the exercises included here.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9781461436874
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4614-3688-1
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c288753
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