概率论和随机过程(第2版) [Theory of Probability and Random Processes]

概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi epub pdf 电子书 2025


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[美] 凯罗勒夫(Leonid B.Koralov) 著

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发表于2025-06-14

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出版社: 世界图书出版公司
ISBN:9787510044106
版次:2
商品编码:11124548
包装:平装
外文名称:Theory of Probability and Random Processes
开本:24开
出版时间:2012-06-01
用纸:胶版纸
页数:353
正文语种:英文


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内容简介

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).

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目录

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



概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi epub pdf txt 电子书 格式

概率论和随机过程(第2版) [Theory of Probability and Random Processes] mobi 下载 pdf 下载 pub 下载 txt 电子书 下载 2025

概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi pdf epub txt 电子书 格式 2025

概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi epub pdf 电子书
想要找书就要到 新城书站
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

用户评价

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书是正版,发货速度快

评分

quant必备书籍 financial engineer必看 老师推荐了很多次了

评分

如果系统的状态用一个数来表示,x(t)就是数值的,在其他情形,x(t)可以是向量值或者更为复杂。在本条的讨论中,通常限于数值的情形。当状态变化时,它的值确定一个时间的函数——样本函数,支配过程的概率规律确定赋予样本函数的各种可能性质的概率。

评分

老板,没有清单。。。。这个需要给一个,否则不好报销

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原版的虽然看起来累些,但是描述的清楚

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讲的很透彻 很有独到的见解 很满意

评分

好像很好的书很不错的建议推荐

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还没看到呢,应该不错吧,知识的力量

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类似图书 点击查看全场最低价

概率论和随机过程(第2版) [Theory of Probability and Random Processes] mobi epub pdf txt 电子书 格式下载 2025


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