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 2025
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 2025
評分
☆☆☆☆☆
在京東買瞭好多好多書瞭,看不完哇,加油加油,繼續努力, 支持京東 正版圖書 666666 評論湊字數,拿豆豆
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對事件發生可能性大小的量化引入“概率”.
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(注:A後的數字1,2,...,n都錶示下標.)
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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
☆☆☆☆☆
書還不錯,活動時候買的,以後看
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再舉個例子:小明要在5個抽屜中放入3個球,如果說其中每個抽屜都有球,那麼,這就是不可能事件
評分
☆☆☆☆☆
很好的書,送貨很快,很滿意!
評分
☆☆☆☆☆
在京東買瞭好多好多書瞭,看不完哇,加油加油,繼續努力, 支持京東 正版圖書 666666 評論湊字數,拿豆豆
評分
☆☆☆☆☆
概率和鞅,聽說不錯,不過是英文版,看著麻煩
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 2025