編輯推薦
《概率和鞅》的最大特點是將概率論講述的清新易懂,通過有選擇性的講述,恰到好處的給齣瞭理解基礎部分的關鍵,一些測度論的重要觀點都在《概率和鞅》的主體部分給齣瞭很好的錶述。附錄中給齣瞭有關測度論的完整證明。
內容簡介
《概率和鞅》是一部現代概率本科教程,內容生動,敘述嚴格,主要以離散時間的Doob鞅理論為框架,證明瞭Kolmogorov強大數定理和三級數理論以及通過運用特徵函數的中心極限定理這些重要的結果。概率論作為一門應用學科已經廣泛的應用於物理、工程、生物、經濟以及社會科學等眾多領域。
內頁插圖
目錄
Preface-please read!
A Question of Terminology
A Guide to Notation
Chapter 0 A Branching-Process Example
PAPR A: FOUNDATIONS
Chapter 1 Measure Spaces
Chapter 2 Events
Chapter 3 Random Variables
Chapter 4 Independence
Chapter 5 Integration
Chapter 6 Expectation
Chapter 7 An Easy Strong Law
Chapter 8 Product Measure
PART B: MARTINGALE THEORY
Chapter 9 Conditional Expectation
Chapter 10 Martingales
Chapter 11 The Convergence Theorem
Chapter 12 Martingales Bounded in
Chapter 13 Uniform Integrability
Chapter 14 UI Martingales
Chapter 15 Applications
PART C CHARACTERISTIC FUNCTIONS
Chapter 16 Basic Properties of CFs
Chapter 17 Weak Convergence
Chapter 18 The Central Limit Theorem
APPENDICES
Chapter A1:Appendix to Chapter 1
Chapter A3:Appendix to Chapter 3
Chapter A4:Appendix to Chapter 4
Chapter A5:Appendix to Chapter 5
Chapter A9:Appendix to Chapter 9
Chapter A13:Appendix to Chapter 13
Chapter A14:Appendix to Chapter 14
Chapter A18:Appendix to Chapter 16
Chapter E: Exercises
References
Index
前言/序言
The most important chapter in this book is Chapter E: Ezercises. I have left the interesting things for you to do. You can start now on the EG exercises, but see More about exercises later in this Preface.
The book, which is essentially the set of lecture notes for a third-year undergraduate course at Cambridge, is as lively an introduction as I can manage to the rigorous theory of probability. Since much of the book is devoted to martingales, it is bound to become very lively: look at those Exercises on Chapter 10! But, of course, there is that initial plod through the measure-theoretic foundations. It must be said however that measure theory, that most arid of subjects when done for its own sake, becomes amazingly more alive when used in probability, not only because it is then applied, but also because it is immensely enriched.
經典英文數學教材係列:概率和鞅 [Probability with Martingales] epub pdf mobi txt 電子書 下載 2024
經典英文數學教材係列:概率和鞅 [Probability with Martingales] 下載 epub mobi pdf txt 電子書
經典英文數學教材係列:概率和鞅 [Probability with Martingales] mobi pdf epub txt 電子書 下載 2024
評分
☆☆☆☆☆
大傢的書,就是不一樣。英文書也有好處,學習概率論必須!
評分
☆☆☆☆☆
包裝還行,活動時買的。還沒看,先收藏。
評分
☆☆☆☆☆
好書!沒什麼測度論基礎,讀起來吃力,加油啃?
評分
☆☆☆☆☆
好評。。。。。。,
評分
☆☆☆☆☆
通常一次實驗中的某一事件由基本事件組成。如果一次實驗中可能齣現的結果有n個,即此實驗由n個基本事件組成,而且所有結果齣現的可能性都相等,那麼這種事件就叫做等可能事件。
評分
☆☆☆☆☆
性質4.當事件A,B滿足A包含於B時:P(B-A)=P(B)-P(A),P(A)≤P(B).
評分
☆☆☆☆☆
【隨機事件,基本事件,等可能事件,互斥事件,對立事件】 在一定的條件下可能發生也可能不發生的事件,叫做隨機事件。
評分
☆☆☆☆☆
好
評分
☆☆☆☆☆
學習概率和鞅,這本書看看怎麼樣
經典英文數學教材係列:概率和鞅 [Probability with Martingales] epub pdf mobi txt 電子書 下載 2024