Probability with Martingales 2025 pdf epub mobi 電子書下載

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This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numbers and Three-Series Theorem are proved by martingale techniques. A proof of the Central Limit Theorem is also given. The author's style is entertaining and inimitable with pedagogy to the fore. Exercises play a vital role; there is a full quota of interesting and challenging problems, some with hints.

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發表於2025-01-31

Probability with Martingales 2025 pdf epub mobi 電子書下載

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主要是圍繞martingale展開的，前麵一部份介紹必要的measure theory的部分，點到即止，都是後麵基本的probability theory需要用到的。即使你之前不懂measure theory也能看懂。難怪是給undergraduate用的。 williams是這個方嚮上文筆最好的數學傢瞭。

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不誇張的說，讀瞭這麼多年數學，這本書是我讀到的最生動的數學書，沒有之一。雖然是一本教科書，卻沒有教科書常見的平淡。作者語言幽默風趣，讀起來不像在看書，卻像是在聽課，麵對一位循循善誘的老者，聽他娓娓到來。數學講得生動不容易，寫得生動更不容易。作者前言裏麵說...

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出版者:Cambridge University Press

作者:David Williams

出品人:

頁數:251

譯者:

出版時間:1991-2-22

價格:USD 69.99

裝幀:Paperback