概率论(第2卷)
2000-1
世界图书出版公司
M.Loeve
413
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这是一套公认的概率论经典教科书,可供高年级大学生和研究生使用,同时也是概率论和统计学方面的专家,学者经常使用的参考书。在这套书的第4版中增加了距离空间测定,随机游动,布朗运动及不变原理,后两部门尤为精彩。
PART FOUR: DEPENDENCE CHAPTER VIII: CONDITIONING SECTION 27. CONCEPT OF CONDITIONING 27.1 Elementary case 27.2 General case 27.3 Conditional expectation given a function *27.4 Relative conditional expectations and sufficient a-fields 28. PROPERTIES OF CONDITIONING 28.1 Expectation properties 28.2 Smoothing properties *28.3 Concepts of conditional independence and of chains 29. REGULAR PR. FUNCTIONS 29.1 Regularity and integration *29.2 Decomposition of regular c.pr.‘s given separable a-fields 30. CONDITIONAL DISTRIBUTIONS 30.1 Definitions and restricted integration 30.2 Existence 30.3 Chains the elementary case CHATPER IX:FROM INDERENDENCE TO DEPENDENXE 31.CENTRAL ASYMPTOTIC PRAOBLEM 31.1 Comparison of laws 31.2 Compaison of summands 31.3 Weighted prob.laws 32.CENTERINGS MARTINGALES,AND A.S.CONVERGENCE 32.1 Centerings 32.2 Martingales:generanlities …… CHPATER X:ERGODIC THEOREMS CHAPTER XI:SECOND ORDER PROPERTIESPART FIVE:ELEMENSTS OF RANDOM ANALYSIS CHAPTER XII:FOUNDATIONS MARTINGLES AND DECOMPABLTY CHAPTER XIII:BROWNIAN MOTON AND LIMIT DISTRIBUTIONS CHAPTER XIV:MARKOV PROCESSESBIBLEOGRAPHYINDEX
This book is intended as a text for graduate sudents and as a reference for workers in Probability and Statistics. The prerequisite is honest calculus. The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study. The introductory part may serve as a text for an undergraduate course in elementary probability theory.
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概率论经典之作,条理清晰,覆盖面广,非国产教材所能比拟。
很经典,很专业
教材,没啥好说的,替老婆买的。
还没开始看,留着慢慢翻
尤其是里面的条件期望这一节,写得太精彩了.据说现在的一位概率论院士当年花了三年的时间把这本书读完的!