概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf  mobi txt 電子書 下載

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載 2024

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載 2024


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[美] 凱羅勒夫(Leonid B.Koralov) 著

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商品介绍



齣版社: 世界圖書齣版公司
ISBN:9787510044106
版次:2
商品編碼:11124548
包裝:平裝
外文名稱:Theory of Probability and Random Processes
開本:24開
齣版時間:2012-06-01
用紙:膠版紙
頁數:353
正文語種:英文

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載 2024



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內容簡介

This book is primarily based on a one-year course that has been taught for a number of years at Princeton University to advanced undergraduate and graduate students. During the last year a similar course has also been taught at the University of Maryland.
We would like to express our thanks to Ms. Sophie Lucas and Prof. Rafael Herrera who read the manuscript and suggested many corrections. We are particularly grateful to Prof. Boris Gurevich for making many important sug-gestions on both the mathematical content and style.
While writing this book, L. Koralov was supported by a National Sci-ence Foundation grant (DMS-0405152). Y. Sinai was supported by a National Science Foundation grant (DMS-0600996).

內頁插圖

目錄

Part Ⅰ Probability Theory
1 Random Variables and Their Distributions
1.1 Spaces of Elementary Outcomes, a-Algebras, and Measures
1.2 Expectation and Variance of Random Variables on a Discrete Probability Space
1.3 Probability of a Union of Events
1.4 Equivalent Formulations of a-Additivity, Borel a-Algebras and Measurability
1.5 Distribution Functions and Densities
1.6 Problems
2 Sequences of Independent Trials
2.1 Law of Large Numbers and Applications
2.2 de Moivre-Laplace Limit Theorem and Applications
2.3 Poisson Limit Theorem.
2.4 Problems
3 Lebesgue Integral and Mathematical Expectation
3.1 Definition of the Lebesgue Integral
3.2 Induced Measures and Distribution Functions
3.3 Types of Measures and Distribution Functions
3.4 Remarks on the Construction of the Lebesgue Measure
3.5 Convergence of Functions, Their Integrals, and the Fubini Theorem
3.6 Signed Measures and the R,adon-Nikodym Theorem
3.7 Lp Spaces
3.8 Monte Carlo Method
3.9 Problems
4 Conditional Probabilities and Independence
4.1 Conditional Probabilities
4.2 Independence of Events, Algebras, and Random Variables
4.3
4.4 Problems
5 Markov Chains with a Finite Number of States
5.1 Stochastic Matrices
5.2 Markov Chains
5.3 Ergodic and Non-Ergodic Markov Chains
5.4 Law of Large Numbers and the Entropy of a Markov Chain
5.5 Products of Positive Matrices
5.6 General Markov Chains and the Doeblin Condition
5.7 Problems
6 Random Walks on the Lattice Zd
6.1 Recurrent and Transient R,andom Walks
6.2 Random Walk on Z and the Refiection Principle
6.3 Arcsine Law
6.4 Gambler's Ruin Problem
6.5 Problems
7 Laws of Larze Numbers
7.1 Definitions, the Borel-Cantelli Lemmas, and the Kolmogorov Inequality
7.2 Kolmogorov Theorems on the Strong Law of Large Numbers
7.3 Problems
8 Weak Converaence of Measures
8.1 Defnition of Weak Convergence
8.2 Weak Convergence and Distribution Functions
8.3 Weak Compactness, Tightness, and the Prokhorov Theorem
8.4 Problems
9 Characteristic Functions
9.1 Definition and Basic Properties
9.2 Characteristic Functions and Weak Convergence
9.3 Gaussian Random Vectors
9.4 Problems
10 Limit Theorems
10.1 Central Limit Theorem, the Lindeberg Condition
10.2 Local Limit Theorem
10.3 Central Limit Theorem and Renormalization GrOUD Theorv
10.4 Probabilities of Large Deviations
……
Part Ⅱ Random Processes
Index

前言/序言



概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載 2024

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] 下載 epub mobi pdf txt 電子書

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] pdf 下載 mobi 下載 pub 下載 txt 電子書 下載 2024

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] mobi pdf epub txt 電子書 下載 2024

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載
想要找書就要到 靜思書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

讀者評價

評分

這次滿減買的 買瞭N多quant書存起來慢慢看

評分

Gooooooooooooooooooooooood

評分

Gooooooooooooooooooooooood

評分

一個實際的隨機過程是任意一個受概率支配的過程,例子有:①看做是受孟德爾遺傳學支配的群體的發展;②受分子碰撞影響的微觀質點的布朗運動,或者是宏觀空間的星體運動;③賭場中一係列的賭博;④公路一指定點汽車的通行。

評分

首頁有個黃色斑。書很專業,是我期待的。

評分

隨機過程

評分

英文影印版,經典之作啊,要好好學習一下瞭

評分

隨機過程

評分

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載 2024

类似图書 點擊查看全場最低價

概率論和隨機過程(第2版) [Theory of Probability and Random Processes] epub pdf mobi txt 電子書 下載 2024


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