7564387
9780387722078
This volume 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.Shiryaev, Albert N. is the author of 'Probability: Vol. 2 (Graduate Texts in Mathematics)' with ISBN 9780387722078 and ISBN 0387722076.
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