The Theory of Probability (AMS Chelsea Publishing)

The Theory of Probability (AMS Chelsea Publishing)


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This classic book is intended to be the first introduction to probability and statistics written with an emphasis on the analytic approach to the problems discussed. Topics of this book include the axiomatic setup of probability theory, polynomial distribution, finite Markov chains, distribution functions and convolution, the laws of large numbers (weak and strong), characteristic functions, the central limit theorem, infinitely divisible distributions, and Markov processes. Written in a clear and concise style, this book by Gnedenko can serve as a textbook for undergraduate and graduate courses in probability.


The concept of probability Sequences of independent trials Markov chains Random variables and distribution functions Numerical characteristics of random variables The law of large numbers Characteristic functions The classical limit theorem The theory of infinitely divisible distribution laws The theory of stochastic processes Elements of queueing theory Elements of statistics Tables Bibliography Index Answers to the exercises.

Product Details

  • ISBN13: 9780821837467
  • Format: Hardback
  • Number Of Pages: 529
  • ID: 9780821837467
  • ISBN10: 082183746X

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