內容簡介
《概率論與隨機過程(英文版)》係統地介紹概率論與隨機過程的基本概念、基本方法、基本理論以及應用。《概率論與隨機過程(英文版)》分為8章。前4章介紹概率論的一般知識及應用,後四章介紹隨機過程的一般知識及應用。
《概率論與隨機過程(英文版)》注重概念之間的聯係和背景介紹,強調知識的應用,而且《概率論與隨機過程(英文版)》所有內容是自包含的,講述淺顯易懂,便於自學。
《概率論與隨機過程(英文版)》供非數學專業、應用型本科理工類一學期(64—72學時)學習使用。
目錄
Chapter 1 Events and Their Probabilities
1.1 The History of Probability
1.2 Experiment, Sample Space and Random Event
1.2.1 Basic Definitions
1.2.2 Events as Sets
1.3 Probabilities Defined on Events
1.3.1 Classical Probability
1.3.2 Geometric Probability
1.3.3 The Frequency Interpretation of Probability
1.4 Probability Space
1.4.1 Axiomatic Definition of Probability
1.4.2 Properties of Probability
1.5 Conditional Probabilities
1.5.1 The Definition of Conditional Probability
1.5.2 The Multiplication Rule
1.5.3 Total Probability Formula
1.5.4 Bayes' Theorem
1.6 Independence of Events
1.6.1 Independence of Two Events
1.6.2 Independence of Several Events
1.6.3 Bernoulli Trials
1.7 Review
1.8 Exercises
Chapter 2 Random Variable
2.1 The Definition of a Random Variable
2.2 The Distribution Function of a Random Variable
2.2.1 The Definition and Properties of Distribution Function . . .
2.2.2 The Distribution Function of Function of a Random Variable
2.3 Mathematical Expectation and Variance
2.3.1 Expectation of a Random Variable
2.3.2 Expectation of Functions of a Random Variable
2.3.3 Variance of a Random Variable
2.3.4 The Application cf Expectation and Variation
2.4 Discrete Random Variables
2.4.1 Binomial Distribution with Parameters n and p
2.4.2 Geometric Distribution
2.4.3 Poisscn Distribution with Parameters
2.5 Continuous Rsndom Variables
2.5.1 Uniform Distribution
2.5.2 Exponential Distribution
2.5.3 Normal Distribution
2.6 Review
2.7 Exerciscs
Chapter 3 Random Vectors
3.1 Random Vectors and Joint Distributions
3.1.1 Random Vectors and Joint Distributions
3.1.2 Discrete Random Vectors
3.1.3 Continuous Random Vectors
3.2 Independence cf Random Variables
3.3 Conditional Distributions
3.3.1 Discrete Case
3.3.2 Continuous Case
3.4 One Function of Two Random Variables
3.4.1 Discrete Case
3.4.2 Continuous case
3.5 Transformation of Two Random Variables
3.6 Numerical Charscteristics of Random Vectors
3.6.1 Expectation cf Sums and PIoducts
3.6.2 Covariance and Correlation
3.7 Multivariate Distributions
3.7.1 Distribution Functions of Multiple Random Vectors
3.7.2 Numerical Characteristics of Random Vectors
3.7.3 Multiple Normal Distribution
3.8 Review
3.9 Exercises
Chapter 4 Sequences of Random Variables
4.1 Family of Distribution Functions and Numerical Characteristics
4.2 Modes of Convergence
4.3 The Law of Large Numbers
4.4 The Central Limit Theorem
4.5 Review
4.6 Exercises
Chapter 5 Introduction to Stochastic Processes
5.1 Definition and Classification
5.2 The Distribution Family and the Moment Functions
5.3 The Moments of the Stochastic Processes
5.3.1 Mean, Autocorrelation and Autocovariance
5.3.2 Cross-correlation and Cross-covariance
5.4 Stochastic Analysis
5.5 Review
5.6 Exercises
Chapter 6 Stationary Processes
6.1 Stationary Processes
6.1.1 Strict Stationary Processes
6.1.2 Wide Stationary Processes
6.1.3 Joint Stationary Processes
6.2 Ergodicity of Stationary Processes
6.3 Power Spectral Density of Stationary Processes
6.3.1 Average Power and Power Spectral Density
6.3.2 Power Spectral Density and Autocorrelation Function
6.3.3 Cross-Power Spectral Density
6.4 Stationary Processes and Linear Systems
6.5 Review
6.6 Exercises
Chapter 7 Finite Markov Chains
7.1 Basic Concepts
7.2 Markov Chains Having Two States
7.3 Higher Order Transition Probabilities and Distributions
7.4 Invariant Distributions and Ergodic Markov Chain
7.5 How Does Google Work?
7.6 Review
7.7 Exercises
Chapter 8 Independent-Increment Processes
8.1 Independent-Increment Processes
8.2 Poisson Process
8.3 Gaussian Processes
8.4 Brownian Motion and Wiener Processes
8.5 Review
8.6 Exercises
Bibliography
Appendix
Table of Binomial Cofficients
Table of Binomial Probabilities
Table of Poisson Probabilities
Table of Normal Probabilities
概率論與隨機過程(英文版) [Probability And Stochastic Processes] 下載 mobi epub pdf txt 電子書 格式
概率論與隨機過程(英文版) [Probability And Stochastic Processes] 下載 mobi pdf epub txt 電子書 格式 2024
概率論與隨機過程(英文版) [Probability And Stochastic Processes] mobi epub pdf txt 電子書 格式下載 2024