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Probability and Measure Theory
Robert B. AshCatherine A. Doleans-Dade
出版Academic Press, 2000
主題Mathematics / Algebra / GeneralMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic ProcessesMathematics / Mathematical Analysis
ISBN01206520219780120652020
URLhttp://books.google.com.hk/books?id=GkqQoRpCO2QC&hl=&source=gbs_api
EBookSAMPLE
註釋Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

  • Clear, readable style
  • Solutions to many problems presented in text
  • Solutions manual for instructors
  • Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
  • No knowledge of general topology required, just basic analysis and metric spaces
  • Efficient organization