This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for self-study. This new edition contains substantial revisions and updated references. The reader will find a deeper study of topics such as the distance between probability measures, metrization of weak convergence, and contiguity of probability measures. Proofs for a number of some important results which were merely stated in the first edition have been added. The author included new material on the probability of large deviations, and on the central limit theorem for sums of dependent random variables.
發表於2024-12-23
Probability 2024 pdf epub mobi 電子書 下載
非常非常好的概率書。我仔細讀過Billingsley,翻過Durrett和Dudley,比較下來,還是最喜歡Shiryaev的這本。這本書思路清晰,寫法乾淨簡潔。我最喜歡的幾點:(1)書中經常有點睛之筆,或精要綜述前文,或點齣後文所述理論之緣由。這樣,對於“我在乾什麼”和“我為什麼要乾這些...
評分這是最喜歡的概率課本,作者是Kolmogorov的學生,想也知道會是很好的書。看小米的書多瞭,發現俄羅斯的數學完全是另外一種風格,比如俄國人眼中的初等概率隻涉及離散型隨機變量。。。。。。這是一本非常完備的課本,循序漸進講得非常清楚,雖然齣得比較早瞭,拿來當入門教材真...
評分非常非常好的概率書。我仔細讀過Billingsley,翻過Durrett和Dudley,比較下來,還是最喜歡Shiryaev的這本。這本書思路清晰,寫法乾淨簡潔。我最喜歡的幾點:(1)書中經常有點睛之筆,或精要綜述前文,或點齣後文所述理論之緣由。這樣,對於“我在乾什麼”和“我為什麼要乾這些...
評分這是最喜歡的概率課本,作者是Kolmogorov的學生,想也知道會是很好的書。看小米的書多瞭,發現俄羅斯的數學完全是另外一種風格,比如俄國人眼中的初等概率隻涉及離散型隨機變量。。。。。。這是一本非常完備的課本,循序漸進講得非常清楚,雖然齣得比較早瞭,拿來當入門教材真...
評分這是最喜歡的概率課本,作者是Kolmogorov的學生,想也知道會是很好的書。看小米的書多瞭,發現俄羅斯的數學完全是另外一種風格,比如俄國人眼中的初等概率隻涉及離散型隨機變量。。。。。。這是一本非常完備的課本,循序漸進講得非常清楚,雖然齣得比較早瞭,拿來當入門教材真...
圖書標籤: Probability 數學 statistics Mathematics GTM
Probability 2024 pdf epub mobi 電子書 下載