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Probability-1 / / by Albert N. Shiryaev
| Probability-1 / / by Albert N. Shiryaev |
| Autore | Shiryaev Albert N |
| Edizione | [3rd ed. 2016.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (XVII, 486 p. 39 illus.) |
| Disciplina | 519.2 |
| Collana | Graduate Texts in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 0-387-72206-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Elementary Probability Theory -- Mathematical Foundations of Probability Theory -- Convergence of Probability Measures. Central Limit Theorem. |
| Record Nr. | UNINA-9910254063803321 |
Shiryaev Albert N
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probability-2 / / by Albert N. Shiryaev
| Probability-2 / / by Albert N. Shiryaev |
| Autore | Shiryaev Albert N |
| Edizione | [3rd ed. 2019.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (X, 348 p. 16 illus.) |
| Disciplina | 519.2 |
| Collana | Graduate Texts in Mathematics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 0-387-72208-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Chapter 4: Sequences and Sums of Independent Random Variables -- Chapter 5: Stationary (Strict Sense) Random Sequences and Ergodic Theory -- Chapter 6: Stationary (Wide Sense) Random Sequences: L2-Theory -- Chapter 7: Martingales -- Chapter 8: Markov Chains -- Historical of Bibliographical Notes (Chapters 4-8) -- References -- Index -- Index of Symbols. |
| Record Nr. | UNINA-9910338259903321 |
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Shiryaev Albert N
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| New York, NY : , : Springer New York : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Disorder Problems / / by Albert N. Shiryaev
| Stochastic Disorder Problems / / by Albert N. Shiryaev |
| Autore | Shiryaev Albert N |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (XIX, 397 p. 27 illus.) |
| Disciplina | 519 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
System theory
Control theory Probabilities Statistics Social sciences - Mathematics Systems Theory, Control Probability Theory Statistical Theory and Methods Mathematics in Business, Economics and Finance Bayesian Inference |
| ISBN | 3-030-01526-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Introduction -- Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time -- Basic Settings and Solutions of Quickest Detection Problems. Discrete Time -- Optimal Stopping Times. General Theory for the Discrete-Time Case -- Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation -- Optimal Stopping Rules. General Theory for the Continuous-Time Case -- Basic Formulations and Solutions of Quickest Detection Problems. Continuous-Time. Models with Brownian motion -- Multi-Stage Quickest Detection of Breakdown of a Stationary Regime. Model with Brownian Motion -- Disorder on Filtered Probability Spaces -- Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models -- Applications to Financial Mathematics -- References -- Term Index -- Notation Index. |
| Record Nr. | UNINA-9910735780803321 |
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Shiryaev Albert N
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||