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Collection of problems in probability theory

  • Book
  • © 1973

Overview

Authors:
  1. L. D. Meshalkin

    1. Moscow State University, Russia

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-x
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  2. Fundamental concepts

    • L. D. Meshalkin
    Pages 1-16
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  3. Application of the basic formulas

    • L. D. Meshalkin
    Pages 17-34
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  4. Random variables and their properties

    • L. D. Meshalkin
    Pages 35-55
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  5. Basic limit theorems

    • L. D. Meshalkin
    Pages 56-70
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  6. Characteristic and generating functions

    • L. D. Meshalkin
    Pages 71-81
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  7. Application of measure theory

    • L. D. Meshalkin
    Pages 82-95
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  8. Infinitely divisible distributions. Normal law. Multidimensional distributions

    • L. D. Meshalkin
    Pages 96-106
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  9. Markov chains

    • L. D. Meshalkin
    Pages 107-116
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  10. Back Matter

    Pages 117-148
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About this book

The Russian version of A collection of problems in probability theory contains a chapter devoted to statistics. That chapter has been omitted in this translation because, in the opinion of the editor, its content deviates somewhat from that which is suggested by the title: problems in pro­ bability theory. The original Russian version contains some errors; an attempt was made to correct all errors found, but perhaps a few stiII remain. An index has been added for the convenience of the reader who may be searching for a definition, a classical problem, or whatever. The index lists pages as well as problems where the indexed words appear. The book has been translated and edited with the hope of leaving as much "Russian flavor" in the text and problems as possible. Any pecu­ liarities present are most likely a result of this intention. August, 1972 Bryan A. Haworth viii Foreword to the Russian edition This Collection of problems in probability theory is primarily intended for university students in physics and mathematics departments. Its goal is to help the student of probability theory to master the theory more pro­ foundly and to acquaint him with the application of probability theory methods to the solution of practical problems. This collection is geared basically to the third edition of the GNEDENKO textbook Course in proba­ bility theory, Fizmatgiz, Moscow (1961), Probability theory, Chelsea (1965).

Authors and Affiliations

  • Moscow State University, Russia

    L. D. Meshalkin

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