Probability Theory, an Analytic View 在线电子书 图书标签: Probability Mathematics 概率 数学 Spy Professional
发表于2024-11-06
Probability Theory, an Analytic View 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024
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.
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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Probability Theory, an Analytic View 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024