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1.

電子ブック

EB
by Albert N. Shiryaev ; edited by B. Rozovskii, G. Grimmett
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
シリーズ名: Stochastic Modelling and Applied Probability ; 8
オンライン: http://dx.doi.org/10.1007/978-3-540-74011-7
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2.

電子ブック

EB
by Albert N. Shiryaev
出版情報: New York, NY : Springer New York : Imprint: Springer, 2012
シリーズ名: Problem Books in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-3688-1
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目次情報: 続きを見る
Preface
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
Preface
1. Elementary Probability Theory
2. Mathematical Foundations of Probability Theory
3.

電子ブック

EB
edited by Albert N. Shiryaev, S. R. S. Varadhan, Ernst L. Presman
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 33
オンライン: http://dx.doi.org/10.1007/978-3-642-33549-5
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Part I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives
Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence
Ole E. Barndorff-Nielsen, Jose Manuel Corcuera and Mark Podolskij: Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
 Jean Bertoin and Marc Yor: Retrieving Information from Subordination
Algimantas Bikelis: Asymptotic Expansions for Distributions of Sums of Independent Random Vectors
 Alexandr A. Borovkov and Konstantin A. Borovkov: An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems
Ekaterina Bulinskaya: Optimal and Asymptotically Optimal Control for Some Inventory Models
Suzanne Cawston and Lioudmila Vostrikova: Levy Preservation and Associated Properties for f -divergence Minimal Equivalent Martingale Measures
Francesco Cellarosi, Yakov G. Sinai: Non-Standard Limit Theorems in Number Theory.- Linan Chen and Daniel W. Stroock: Additive Functions and Gaussian Measures
Gennadii Chistyakov and Friedrich Gotze: Free Infinitely Divisible Approximations of n-fold Free Convolutions
Gerd Christoph, Vladimir V. Ulyanov and Yasunori Fujikoshi: Accurate Approximation of  Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
 Shakir K. Formanov and Tamara A. Formanova: The Stein-Tikhomirov Method and Berry-Esseen Inequality for Sampling Sums from a Finite Population of Independent Random Variables
Nicko Gamkrelidze: On One Inequality for Characteristic Functions
Bronius Grigelionis: On the Nonlinear Filtering Equations for Superprocesses in Random Environment
Vijay Gupta and Tengiz Shervashidze: Upper Bounds for Bernstein Basis Functions
 Ildar Ibragimov and Dmitry Zaporozhets: On Distribution of Zeros of Random Polynomials in Complex Plane
Peter Jagers and Fima C. Klebaner: Dependence and Interaction in Branching Processes
 Gyula O.H. Katona: Testing Functional Connection between Two Random Variables
Kalyanapuram R.Parthasarathy: The Symmetry Group of Gaussian States in L2(Rn)
 Ernst Presman: Solution of the Optimal Stopping Problem for One-dimensional Diffusion Based on a Modification of the Payoff Function
Part II Interviews: Friedrich Götze and Willem R. van Zwet: The times of Yuri Vasilyevich Prokhorov.- Larry Shepp: A Conversation with Yuri Vasilyevich Prokhorov.
Part I Scientific Papers: David J. Aldous: When Knowing Early Matters: Gossip, Percolation and Nash Equilibria
Vadim Arkin and Alexander Slastnikov: A Mathematical Model of Investment Incentives
Guus Balkema, Paul Embrechts and Natalia Nolde: The Shape of Asymptotic Dependence