Problems in probability. Translated from Russian by Andrew Lyasoff (Q409074)
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Problems in probability. Translated from Russian by Andrew Lyasoff (English)
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12 April 2012
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This problem-book represents an incredible collection of tasks (more than 1500) in probability theory and should be used along with the outstanding manual of the author [Probability. New York etc.: Springer-Verlag (1984; Zbl 0536.60001)]. The topics on which the problems are proposed include elementary probability theory, mathematical foundations of probability theory, convergence of probability measures, sequences and sums of independent random variables, stationary random sequences, martingale sequences, Markov chains, and others. Many problems contain helpful hints. The book also contains a review of some fundamental concepts and results from probability theory and combinatorics.
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elementary probability theory
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mathematical foundations of probability theory
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convergence of probability measures
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sequences and sums of independent random variables
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stationary random sequences
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martingale sequences
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Markov chains
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