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

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[美] 凱羅勒夫（Leonid B.Koralov） 著

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

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

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quant必備書籍 financial engineer必看 老師推薦瞭很多次瞭

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與位勢及各種特殊過程的專題討論等。中

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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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講的很透徹 很有獨到的見解 很滿意

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老闆，沒有清單。。。。這個需要給一個，否則不好報銷

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評分☆☆☆☆☆

講的很透徹 很有獨到的見解 很滿意

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很不錯的書，看這種還是看原版很好

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不錯不錯不錯不錯不錯