Probability Theory, an Analytic View

Probability Theory, an Analytic View pdf epub mobi txt 电子书 下载 2025

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
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图书标签:
  • Probability 
  • Mathematics 
  • 概率 
  • 数学 
  • Spy 
  • Professional 
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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.

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A totally different taste on probability. If you want to go on the same track with Kac, Ito and McKean, this is definitely the one you should read. Analysis and Analysis.

评分

A totally different taste on probability. If you want to go on the same track with Kac, Ito and McKean, this is definitely the one you should read. Analysis and Analysis.

评分

A totally different taste on probability. If you want to go on the same track with Kac, Ito and McKean, this is definitely the one you should read. Analysis and Analysis.

评分

A totally different taste on probability. If you want to go on the same track with Kac, Ito and McKean, this is definitely the one you should read. Analysis and Analysis.

评分

A totally different taste on probability. If you want to go on the same track with Kac, Ito and McKean, this is definitely the one you should read. Analysis and Analysis.

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