| 书目名称 | Probability Essentials | | 编辑 | Jean Jacod,Philip Protter | | 视频video | | | 概述 | In the words of one reviewer: "Normally graduate students need two books, one on measure theory and one on probability theory..This book contains (most of) the essentials of both fields and students c | | 丛书名称 | Universitext | | 图书封面 |  | | 描述 | We present here a one-semester course on Probability Theory. We also treat measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of Probability Theory. The book is intended to fill a current need: there are mathematically sophisticated stu dents and researchers (especially in Engineering, Economics, and Statistics) who need a proper grounding in Probability in order to pursue their primary interests. Many Probability texts available today are celebrations of Prob ability Theory, containing treatments of fascinating topics to be sure, but nevertheless they make it difficult to construct a lean one semester course that covers (what we believe are) the essential topics. Chapters 1-23 provide such a course. We have indulged ourselves a bit by including Chapters 24-28 which are highly optional, but which may prove useful to Economists and Electrical Engineers. This book had its origins in a course the second author gave in Perugia, Italy, in 1997; he used the samizdat "notes" of the first author, long used for courses at the University of Paris VI, augmenting them as needed. The result has been further tested at courses given | | 出版日期 | Textbook 20001st edition | | 关键词 | Brownian motion; Martingal; Martingale; Martingales; Random variable; central limit theorem; conditional p | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-51431-9 | | isbn_ebook | 978-3-642-51431-9Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer-Verlag Berlin Heidelberg 2000 |
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发表于 2025-3-21 19:11:47
