概率论和随机过程(第2版) [Theory of Probability and Random Processes]

概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi epub pdf 电子书 2024


简体网页||繁体网页
[美] 凯罗勒夫(Leonid B.Koralov) 著



点击这里下载
    


想要找书就要到 图书大百科
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

发表于2024-11-13

类似图书 点击查看全场最低价

图书介绍

出版社: 世界图书出版公司
ISBN:9787510044106
版次:2
商品编码:11124548
包装:平装
外文名称:Theory of Probability and Random Processes
开本:24开
出版时间:2012-06-01
用纸:胶版纸
页数:353
正文语种:英文


相关图书





图书描述

内容简介

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).

内页插图

目录

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



概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi epub pdf txt 电子书 格式

概率论和随机过程(第2版) [Theory of Probability and Random Processes] mobi 下载 pdf 下载 pub 下载 txt 电子书 下载 2024

概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi pdf epub txt 电子书 格式 2024

概率论和随机过程(第2版) [Theory of Probability and Random Processes] 下载 mobi epub pdf 电子书
想要找书就要到 图书大百科
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

用户评价

评分

讲解不错,看英文原文顺便练习英文能力了

评分

好书好书好书好书好书好书好书好书

评分

英文原版,新加坡的数学书一直都挺棒的。可以当做概率论的参考书目,但是有些简略

评分

研究随机过程的方法多种多样,主要可以分为两大类:一类是概率方法,其中用到轨道性质、停时和随机微分方程等;另一类是分析的方法,其中用到测度论、微分方程、半群理论、函数堆和希尔伯特空间等。实际研究中常常两种方法并用。另外组合方法和代数方法在某些特殊随机过程的研究中也有一定作用。研究的主要内容有:多指标随机过程、无穷质点与马尔可夫过程、概率

评分

和红红火火恍恍惚惚哈哈

评分

讲的很透彻 深入浅出 和一般教材有本质区别

评分

包装不错,大致翻了下内容还是挺好的,条理清晰

评分

评分

京东书品相不错 都是正版 很满意

类似图书 点击查看全场最低价

概率论和随机过程(第2版) [Theory of Probability and Random Processes] mobi epub pdf txt 电子书 格式下载 2024


分享链接








相关图书


本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

友情链接

© 2024 book.teaonline.club All Rights Reserved. 图书大百科 版权所有