Probability with Martingales 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025

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David Williams 作者

Cambridge University Press

译者

1991-2-22 出版日期

251 页数

USD 69.99 价格

Paperback

Cambridge Mathematical Textbooks 丛书系列

9780521406055 图书编码

Probability with Martingales 在线电子书图书标签: 数学概率论测度论 Probability probability math Mathematics quant

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Probability with Martingales 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2025

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Martingales（鞅）

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This book is a classic. One even learns to prove some results from number theory using probability theory.

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不错的入门读物。

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有measure基础的话，前8章看一个second Borel-Cantelli lemma，熟悉熟悉（诡异的）notation就行了，从chapter 9开始看...

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一本浅显易懂的书

Probability with Martingales 在线电子书著者简介

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Probability with Martingales 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Probability with Martingales 在线电子书图书描述

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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Probability with Martingales 在线电子书读后感

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主要是围绕martingale展开的，前面一部份介绍必要的measure theory的部分，点到即止，都是后面基本的probability theory需要用到的。即使你之前不懂measure theory也能看懂。难怪是给undergraduate用的。 williams是这个方向上文笔最好的数学家了。

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