概率論和隨機過程(第2版) [Theory of Probability and Random Processes]

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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[美] 凱羅勒夫(Leonid B.Koralov) 著

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發表於2025-05-02


圖書介紹


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


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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).

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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

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

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

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
想要找書就要到 新城書站
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

用戶評價

評分

在每一種情形,一個隨機係統在演化,這就是說它的狀態隨著時間而改變,於是,在時間t的狀態具有偶然性,它是一個隨機變量x(t),參數t的集通常是一個區間(連續參數的隨機過程)或一個整數集閤(離散參數的隨機過程)。然而,有些作者隻把隨機過程這個術語用於連續參數的情形。

評分

正是我需要的。

評分

Sinal是統計物理學的數學問題的國際權威,特彆是對遍曆理論有突齣貢獻.他首次給齣任意保測映射的不變量摘以嚴格定義.其後證明彈子運動的遍曆性以及擬周期Schr?dinger方程的譜性質.

評分

書不錯啊,推薦給大傢

評分

這個概率論我本科的時候沒學好,現在補一補

評分

評分

書不錯啊,推薦給大傢

評分

好書。簡單全麵。易有所得。oh yeah

評分

666666666

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