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The Theory of Probability: Fourth Edition
B. V. Gnedenko

AMS Chelsea Publishing
1962; 529 pp; hardcover
Volume: 132
Reprint/Revision History:
Reprinted 2005
ISBN-10: 0-8218-3746-X
ISBN-13: 978-0-8218-3746-7
List Price: US$65
Member Price: US$58.50
Order Code: CHEL/132.H
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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 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.


Undergraduates and graduate students interested in probability.

Table of Contents

  • 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
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