概率論（第2卷）

內(nèi)容概要

這是一套公認(rèn)的概率論經(jīng)典教科書，可供高年級(jí)大學(xué)生和研究生使用，同時(shí)也是概率論和統(tǒng)計(jì)學(xué)方面的專家，學(xué)者經(jīng)常使用的參考書。在這套書的第4版中增加了距離空間測定，隨機(jī)游動(dòng)，布朗運(yùn)動(dòng)及不變原理，后兩部門尤為精彩。

書籍目錄

PART FOUR: DEPENDENCE   CHAPTER VIII: CONDITIONING     SECTION   27. CONCEPT OF CONDITIONING       27.1 Elementary case       27.2 General case       27.3 Conditional expectation given a function       *27.4 Relative conditional expectations and sufficient a-fields     28. PROPERTIES OF CONDITIONING       28.1 Expectation properties       28.2 Smoothing properties       *28.3 Concepts of conditional independence and of chains     29. REGULAR PR. FUNCTIONS       29.1 Regularity and integration       *29.2 Decomposition of regular c.pr.‘s given separable a-fields     30. CONDITIONAL DISTRIBUTIONS       30.1 Definitions and restricted integration       30.2 Existence       30.3 Chains the elementary case  CHATPER IX:FROM INDERENDENCE TO DEPENDENXE    31.CENTRAL ASYMPTOTIC PRAOBLEM      31.1 Comparison of laws      31.2  Compaison of summands      31.3  Weighted prob.laws    32.CENTERINGS MARTINGALES,AND A.S.CONVERGENCE      32.1  Centerings      32.2  Martingales:generanlities      ……  CHPATER X:ERGODIC THEOREMS  CHAPTER XI:SECOND ORDER PROPERTIESPART FIVE:ELEMENSTS OF RANDOM ANALYSIS  CHAPTER XII:FOUNDATIONS MARTINGLES AND DECOMPABLTY  CHAPTER XIII:BROWNIAN MOTON AND LIMIT DISTRIBUTIONS  CHAPTER XIV:MARKOV PROCESSESBIBLEOGRAPHYINDEX

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This book is intended as a text for graduate sudents and as a reference for workers in Probability and Statistics. The prerequisite is honest calculus. The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study. The introductory part may serve as a text for an undergraduate course in elementary probability theory.

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