出版時間:2008-9 出版社:世界圖書出版公司 作者:[英] D. 威廉姆斯 (David Williams) 頁數:251
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前言
The most important chapter in this book is Chapter E: Ezercises. I have left the interesting things for you to do. You can start now on the 'EG' exercises, but see 'More about exercises' later in this Preface.The book, which is essentially the set of lecture notes for a third-year undergraduate course at Cambridge, is as lively an introduction as I can manage to the rigorous theory of probability. Since much of the book is devoted to martingales, it is bound to become very lively: look at those Exercises on Chapter 10! But, of course, there is that initial plod through the measure-theoretic foundations. It must be said however that measure theory, that most arid of subjects when done for its own sake, becomes amazingly more alive when used in probability, not only because it is then applied, but also because it is immensely enriched.
內容概要
《概率和鞅》是一部現(xiàn)代概率本科教程,內容生動,敘述嚴格,主要以離散時間的Doob鞅理論為框架,證明了Kolmogorov強大數定理和三級數理論以及通過運用特征函數的中心極限定理這些重要的結果。概率論作為一門應用學科已經廣泛的應用于物理、工程、生物、經濟以及社會科學等眾多領域。
作者簡介
作者:(英國)威廉姆斯 (Williams.D.)
書籍目錄
Preface-please read!A Question of TerminologyA Guide to Notation Chapter 0 A Branching-Process ExamplePAPR A: FOUNDATIONS Chapter 1 Measure Spaces Chapter 2 Events Chapter 3 Random Variables Chapter 4 Independence Chapter 5 Integration Chapter 6 Expectation Chapter 7 An Easy Strong Law Chapter 8 Product MeasurePART B: MARTINGALE THEORY Chapter 9 Conditional Expectation Chapter 10 Martingales Chapter 11 The Convergence Theorem Chapter 12 Martingales Bounded in Chapter 13 Uniform Integrability Chapter 14 UI Martingales Chapter 15 ApplicationsPART C CHARACTERISTIC FUNCTIONS Chapter 16 Basic Properties of CFs Chapter 17 Weak Convergence Chapter 18 The Central Limit TheoremAPPENDICES Chapter A1:Appendix to Chapter 1 Chapter A3:Appendix to Chapter 3 Chapter A4:Appendix to Chapter 4 Chapter A5:Appendix to Chapter 5 Chapter A9:Appendix to Chapter 9 Chapter A13:Appendix to Chapter 13 Chapter A14:Appendix to Chapter 14 Chapter A18:Appendix to Chapter 16Chapter E: ExercisesReferencesIndex
章節(jié)摘錄
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編輯推薦
《概率和鞅》的最大特點是將概率論講述的清新易懂,通過有選擇性的講述,恰到好處的給出了理解基礎部分的關鍵,一些測度論的重要觀點都在《概率和鞅》的主體部分給出了很好的表述。附錄中給出了有關測度論的完整證明。
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