概率論和隨機過程（第2版） [Theory of Probability and Random Processes] 下載 mobi epub pdf 電子書 2025

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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] 下載 mobi epub pdf txt 電子書 格式

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英文影印版，經典之作啊，要好好學習一下瞭

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對商品很滿意

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一個隨機過程的概率分配通常是由指定它的隨機變量的聯閤分布來給定的，這些聯閤分布以及由它們誘導齣來的概率可以解釋為樣本函數的性質的概率。例如，如果to是一個參數值，樣本函數在to取正值的概率是隨機變量x(to)有正值的概率。在這個水平上的基本定理：任意指定的自身相容的聯閤概率分布對應一隨機過程。

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很不錯的書，看這種還是看原版很好

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的定義為一組隨機變量，即指定一參數集，對於其中每一參數點t指定一個隨機變量x(t)。如果迴憶起隨機變量自身就是一個函數，以ω錶示隨機變量x(t)的定義域中的一點，並以x(t，ω)錶示隨機變量在ω的值，則隨機過程就由剛纔定義的點偶(t，ω)的函數以及概率的分配完全確定。如果固定t，這個二元函數就定義一個ω的函數，即以x(t)錶示的隨機變量。如果固定ω，這個二元函數就定義一個t的函數，這是過程的樣本函數。概率

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這本書覆蓋瞭從入門機械製圖工程師/技師所必需知道的關於産業的知識。書中還覆蓋瞭所必需的進階知識。 《實分析教程(第2版)(英文影印版)》是一部備受專傢好評的教科書，書中用現代的方式清晰論述瞭實分析的概念與理論，定理證明簡明易懂，可讀性強。在第一版的基礎上做瞭全麵修訂，有200道例題，練習題由原來的1200道增加到1300習題。本書的寫法像一部文學讀物，這在數學教科書很少見，因此閱讀本書會是一種享受。

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　　 目次：全書其有四部分，新增加瞭5章，總共17章。（一）集閤論、實數和微積分：集閤論；實數體係和微積分。（二）測度、積分和微分：實綫上的勒貝格理論；實綫上的勒貝格積分；測度和乘積測度的擴展；概率論基礎；微分和絕對連續；單測度和復測度。（三）拓撲、度量和正規空間：拓撲、度量和正規空間基本理論；可分離性和緊性；完全空間和緊空間；希爾伯特空間和經典巴拿赫空間；正規空間和局部凸空間。（四）調和分析、動力係統和hausdorff側都：調和分析基礎；可測動力係統；hausdorff測度和分形。

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很不錯的書，看這種還是看原版很好

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