概率论和随机过程-第2版

内容简介

[

　　this book is primarily based on a one-year course that has
been taught for a number of years at princeton university to
advanced undergraduate and graduate students. during the last year
a similar course has also been taught at the university of
maryland.
　　we would like to express our thanks to ms. sophie lucas and prof.
rafael herrera who read the manuscript and suggested many
corrections. we are particularly grateful to prof. boris gurevich
for making many important sug-gestions on both the mathematical
content and style.
　　while writing this book， l. koralov was supported by a national
sci-ence foundation grant （dms-0405152）. y. sinai was supported by
a national science foundation grant （dms-0600996）.

]

目录

part ⅰ probability theory
1 random variables and their distributions
1.1 spaces of elementary outcomes， a-algebras， and measures
1.2 expectation and variance of random variables on a discrete
probability space
1.3 probability of a union of events
1.4 equivalent formulations of a-additivity， borel a-algebras and
measurability
1.5 distribution functions and densities
1.6 problems
2 sequences of independent trials
2.1 law of large numbers and applications
2.2 de moivre-laplace limit theorem and applications
2.3 poisson limit theorem.
2.4 problems
3 lebesgue integral and mathematical expectation
3.1 definition of the lebesgue integral

封面

书名:概率论和随机过程-第2版

作者:凯罗勒夫

页数:353

定价:¥55.0

出版社:世界图书出版公司

出版日期:2012-06-01

ISBN:9787510044106

PDF电子书大小:94MB