Probability Theory, an Analytic View 2024 pdf epub mobi 电子书

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发表于2024-11-08

Probability Theory, an Analytic View 2024 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:Daniel W. Stroock

出品人:

页数:556

译者:

出版时间:2000-01-28

价格:USD 70.00

装帧:Paperback

isbn号码:9780521663496

丛书系列:

图书标签: Probability Mathematics 概率数学 Spy Professional

Probability Theory, an Analytic View 2024 pdf epub mobi 电子书图书描述

This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction to modern analysis for those who want to learn what these two topics have to say about each other. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.

Probability Theory, an Analytic View 2024 pdf epub mobi 电子书

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