Probability-2

DOI10.1007/978-0-387-72208-5MaRDI QIDQ5758084zbMATH OpenOpenAlexFDO

Authors Albert N. Shiryaev

Publication date 31 August 2007

Published in Graduate Texts in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-387-72208-5

zbMATH Keywords

Markov chainsmartingalessequences and sums of independent random variablesstationary (in strict sense) random sequences and ergodic theorystationary (in wide sense) random sequences

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of probability theory (60Axx) Probability theory on algebraic and topological structures (60Bxx) Limit theorems in probability theory (60Fxx)

Recommendations

• Probability. In 2 volumes. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov.
• Probability theory. A comprehensive course
• A First Look at Rigorous Probability Theory
• Elementary Probability
• Measure, integration and a primer on probability theory. Volume 1
• Probability theory
• A probability path

Cited in

(32)

• Large deviations of branching processes with immigration in random environment
• Relative growth optimal strategies in an asset market game
• Testing randomness online
• A particular upper expectation as global belief model for discrete-time finite-state uncertain processes
• Rochberg's abstract coboundary theorem revisited
• Present Position and Potential Developments: Some Personal Views: Probability and Random Processes
• scientific article; zbMATH DE number 4056646 (Why is no real title available?)
• scientific article; zbMATH DE number 739283 (Why is no real title available?)
• scientific article; zbMATH DE number 4115611 (Why is no real title available?)
• Kolmogorov's strong law of large numbers holds for pairwise uncorrelated random variables
• Minimal embeddings of integrable processes in a Brownian motion
• Probability. In 2 volumes. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov.
• Probability-1
• A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints
• Probability theory. A comprehensive course
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues
• BERNOULLI ACTIONS OF TYPE III WITH PRESCRIBED ASSOCIATED FLOW
• Capital Growth and Survival Strategies in a Market with Endogenous Prices
• Modeling and quickest detection of a rapidly approaching object
• Almost sure detection of the presence of malicious components in cyber-physical systems
• Performance preserving equivalence for stochastic process algebra dtsdPBC
• On strong law of large numbers for pairwise independent random variables
• Branching processes in random environment with freezing
• Exponential speedups for quantum walks in random hierarchical graphs
• Domain truncation error analysis for a multidimensional system of PDEs of option prices
• Fluctuations of partition functions of directed polymers in weak disorder beyond the L^2-phase
• Stochastic 1d Burgers equation as a model for hydrodynamical turbulence
• Martingale methods in the problem of existence of survival strategies
• Trace inequalities for Sobolev martingales
• Parameter estimation for stochastic fractional pseudo-parabolic equations
• Algorithmic randomness and the weak merging of computable probability measures

This page was built for publication: Probability-2

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5758084)