This introduction to Probability Theory can be used, at the beginning graduate level, for a one-semester course on Probability Theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as Finance Theory (Economics), Electrical Engineering, and Operations Research. The text covers the essentials in a directed and lean way with 28 short chapters. Assuming of readers only an undergraduate background in mathematics, it brings them from a starting knowledge of the subject to a knowledge of the basics of Martingale Theory. After learning Probability Theory from this text, the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference. The second edition contains some additions to the text and to the references and some parts are completely rewritten.
發表於2025-03-31
Probability Essentials 2025 pdf epub mobi 電子書 下載
我們實際上課使用的是BILLINGSLEY的probability and measure,相比之前下這本書(probability essentials)就顯得簡單瞭許多,有些東西就隻給你一個結論,你記住就行瞭。如果你真的想完全搞懂,那還是要讀B神的書,但是我為自己智商捉急
評分我們實際上課使用的是BILLINGSLEY的probability and measure,相比之前下這本書(probability essentials)就顯得簡單瞭許多,有些東西就隻給你一個結論,你記住就行瞭。如果你真的想完全搞懂,那還是要讀B神的書,但是我為自己智商捉急
評分推薦這本概率論。篇幅簡練,講解深入,沒有廢話,證明也很清晰,還有很多習題。 主要以基礎概率為主。讀之前需要一些實分析和測度論的基礎。 最後幾張章瞭點鞅,也是淺嘗輒止。 是學習隨機過程的必要基礎。
評分我們實際上課使用的是BILLINGSLEY的probability and measure,相比之前下這本書(probability essentials)就顯得簡單瞭許多,有些東西就隻給你一個結論,你記住就行瞭。如果你真的想完全搞懂,那還是要讀B神的書,但是我為自己智商捉急
評分推薦這本概率論。篇幅簡練,講解深入,沒有廢話,證明也很清晰,還有很多習題。 主要以基礎概率為主。讀之前需要一些實分析和測度論的基礎。 最後幾張章瞭點鞅,也是淺嘗輒止。 是學習隨機過程的必要基礎。
圖書標籤: 概率論 數學 概率 Probability 統計學 Mathematics Math.概率 經濟學
好馬還要配好鞍,好書還要好老師教。【什麼鬼
評分I did not understand random variable thoroughly and started to read this book. Yet I failed to grasp the idea immediately having read the few chapters [ch1-9]; I couldn't possibly say I find it super useful. Some exercises really improve understandings though. Anyway the exam is an insult to this reference!
評分我們學校上課用的書,還行吧,沒耐心看下去,一般就是做題的時候翻翻或者配閤老師課件看看。。
評分我們學校上課用的書,還行吧,沒耐心看下去,一般就是做題的時候翻翻或者配閤老師課件看看。。
評分簡潔而且全麵的概率論入門教材,整體安排很優雅,閱讀起來很舒服。
Probability Essentials 2025 pdf epub mobi 電子書 下載