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Альберт Николаевич Ширяев Вероятность-2. Суммы и последовательности случайных величин - стационарные, мартингалы, марковские цепи

Альберт Николаевич Ширяев Вероятность-2. Суммы и последовательности случайных величин - стационарные, мартингалы, марковские цепи

1887.00 RUB
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Price: 1887.00 RUB

This is a rigorous academic text, not a match-day program. For the fan who appreciates the deep, structural logic of the game, Albert Shiryaev’s "Probability-2: Sums and Sequences of Random Variables" offers a masterclass in stochastic processes.

This volume (the second of a two-part course) focuses on discrete-time random sequences. While the Kop sings of "passing patterns" and "form," this book provides the mathematical framework to understand them: stationary sequences (the steady state of a possession model), martingales (the fair-game theory of a title race), and Markov chains (where the next pass depends only on the current state, not the entire history).

Applications extend to estimation, filtering, optimal stopping problems, and stochastic financial mathematics. Each chapter concludes with problems to test your understanding. An extensive historical-bibliographical essay traces the development of probability theory, providing context for the theorems.

Price: 1887.00 RUR Provider: [Provider information not included in source]

This is a demanding read for the mathematically inclined fan or the data analyst who wants to move beyond simple xG models. It is not light reading; it is a textbook. The companion volume, "Probability-1," covers elementary probability and limit theorems. Designed for university students in physics and mathematics, it also serves as a reference for postgraduates and specialists.

Customer reviews

Alex Thompson ★★★★☆
The card clearly outlines that this is a rigorous academic textbook on stochastic processes, not casual football reading. The description effectively explains how concepts like martingales and Markov chains relate to game analysis, making the product's purpose and audience very understandable. I appreciated the note about it being the second volume and requiring prior knowledge from Probability-1.