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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）.

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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

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

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666666666

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正是我需要的。

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原版的雖然看起來纍些，但是描述的清楚

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　　 讀者對象：數學及相關專業的大學高年級學生和研究生。

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一個隨機過程的概率分配通常是由指定它的隨機變量的聯閤分布來給定的，這些聯閤分布以及由它們誘導齣來的概率可以解釋為樣本函數的性質的概率。例如，如果to是一個參數值，樣本函數在to取正值的概率是隨機變量x(to)有正值的概率。在這個水平上的基本定理：任意指定的自身相容的聯閤概率分布對應一隨機過程。

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影印版，質量不錯，慢慢看吧

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好評！！！

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