点击选择搜索分类
首页 - 建筑艺术- 正文
☆☆☆☆☆
||
[美] 凯罗勒夫(Leonid B.Koralov) 著
出版社: 世界图书出版公司 ISBN:9787510044106 版次:2 商品编码:11124548 包装:平装 外文名称:Theory of Probability and Random Processes 开本:24开 出版时间:2012-06-01 用纸:胶版纸 页数:353 正文语种:英文
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).
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
3.2 Induced Measures and Distribution Functions
3.3 Types of Measures and Distribution Functions
3.4 Remarks on the Construction of the Lebesgue Measure
3.5 Convergence of Functions, Their Integrals, and the Fubini Theorem
3.6 Signed Measures and the R,adon-Nikodym Theorem
3.7 Lp Spaces
3.8 Monte Carlo Method
3.9 Problems
4 Conditional Probabilities and Independence
4.1 Conditional Probabilities
4.2 Independence of Events, Algebras, and Random Variables
4.3
4.4 Problems
5 Markov Chains with a Finite Number of States
5.1 Stochastic Matrices
5.2 Markov Chains
5.3 Ergodic and Non-Ergodic Markov Chains
5.4 Law of Large Numbers and the Entropy of a Markov Chain
5.5 Products of Positive Matrices
5.6 General Markov Chains and the Doeblin Condition
5.7 Problems
6 Random Walks on the Lattice Zd
6.1 Recurrent and Transient R,andom Walks
6.2 Random Walk on Z and the Refiection Principle
6.3 Arcsine Law
6.4 Gambler's Ruin Problem
6.5 Problems
7 Laws of Larze Numbers
7.1 Definitions, the Borel-Cantelli Lemmas, and the Kolmogorov Inequality
7.2 Kolmogorov Theorems on the Strong Law of Large Numbers
7.3 Problems
8 Weak Converaence of Measures
8.1 Defnition of Weak Convergence
8.2 Weak Convergence and Distribution Functions
8.3 Weak Compactness, Tightness, and the Prokhorov Theorem
8.4 Problems
9 Characteristic Functions
9.1 Definition and Basic Properties
9.2 Characteristic Functions and Weak Convergence
9.3 Gaussian Random Vectors
9.4 Problems
10 Limit Theorems
10.1 Central Limit Theorem, the Lindeberg Condition
10.2 Local Limit Theorem
10.3 Central Limit Theorem and Renormalization GrOUD Theorv
10.4 Probabilities of Large Deviations
……
Part Ⅱ Random Processes
Index
概率论和随机过程(第2版) [Theory of Probability and Random Processes] 电子书 下载 mobi epub pdf txt
概率论和随机过程(第2版) [Theory of Probability and Random Processes]-so88
概率论和随机过程(第2版) [Theory of Probability and Random Processes] pdf epub mobi txt 电子书 下载 2022
图书介绍
☆☆☆☆☆
||
[美] 凯罗勒夫(Leonid B.Koralov) 著
出版社: 世界图书出版公司 ISBN:9787510044106 版次:2 商品编码:11124548 包装:平装 外文名称:Theory of Probability and Random Processes 开本:24开 出版时间:2012-06-01 用纸:胶版纸 页数:353 正文语种:英文
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).
内页插图
目录
Part Ⅰ Probability Theory1 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
3.2 Induced Measures and Distribution Functions
3.3 Types of Measures and Distribution Functions
3.4 Remarks on the Construction of the Lebesgue Measure
3.5 Convergence of Functions, Their Integrals, and the Fubini Theorem
3.6 Signed Measures and the R,adon-Nikodym Theorem
3.7 Lp Spaces
3.8 Monte Carlo Method
3.9 Problems
4 Conditional Probabilities and Independence
4.1 Conditional Probabilities
4.2 Independence of Events, Algebras, and Random Variables
4.3
4.4 Problems
5 Markov Chains with a Finite Number of States
5.1 Stochastic Matrices
5.2 Markov Chains
5.3 Ergodic and Non-Ergodic Markov Chains
5.4 Law of Large Numbers and the Entropy of a Markov Chain
5.5 Products of Positive Matrices
5.6 General Markov Chains and the Doeblin Condition
5.7 Problems
6 Random Walks on the Lattice Zd
6.1 Recurrent and Transient R,andom Walks
6.2 Random Walk on Z and the Refiection Principle
6.3 Arcsine Law
6.4 Gambler's Ruin Problem
6.5 Problems
7 Laws of Larze Numbers
7.1 Definitions, the Borel-Cantelli Lemmas, and the Kolmogorov Inequality
7.2 Kolmogorov Theorems on the Strong Law of Large Numbers
7.3 Problems
8 Weak Converaence of Measures
8.1 Defnition of Weak Convergence
8.2 Weak Convergence and Distribution Functions
8.3 Weak Compactness, Tightness, and the Prokhorov Theorem
8.4 Problems
9 Characteristic Functions
9.1 Definition and Basic Properties
9.2 Characteristic Functions and Weak Convergence
9.3 Gaussian Random Vectors
9.4 Problems
10 Limit Theorems
10.1 Central Limit Theorem, the Lindeberg Condition
10.2 Local Limit Theorem
10.3 Central Limit Theorem and Renormalization GrOUD Theorv
10.4 Probabilities of Large Deviations
……
Part Ⅱ Random Processes
Index
前言/序言
概率论和随机过程(第2版) [Theory of Probability and Random Processes] 电子书 下载 mobi epub pdf txt
电子书下载地址:
相关电子书推荐:
- 文件名
- BF-奔跑的健将-动物原来是这样-陈玉潇 上海科学普及出版社 9787542761323
- 2018华图教育·四川省事业单位公开招聘工作人员考试专用教材:综合知识历年真题及华图名师详解
- 地学大辞典-自然科学大辞典系列
- 高血压自我管理宜忌全书
- 爱心天使-芭比魅力百变沙画秀
- 【套装2册】协和专家+协和妈妈圈干货分享(备孕)+坐月子新生儿护理一本全
- 安全-危险没什么了不起-1
- 孩子爱吃的花式营养早餐
- 中华上下五千年(彩图版 套装1-4册)吉林人民出版社
- 包邮2018年国家职业资格考试企业人力资源管理师三级历年真题详解试卷习题 赠18年5月真题和通关宝典
- 正版刚可畏的对称:探寻现代物理学的美丽9787302331681[美] 徐一鸿,张礼
- 中公版·2018浙江省事业单位公开招聘工作人员考试专用教材:综合基础知识速记巧解
- {RT}人类征服太空之旅-《人类征服太空之旅》编写组 世界图书出版公司 978751001
- 环球2018一级建造师试卷 建筑历年真题试卷+考点速记手册全套8本 市政专业全套
- 大自然的启示-马小跳发现之旅 马小跳和他的小伙伴要去探索在大自然的启示下,人类的发明和发