Probability: Theory and Examples

Probability: Theory and Examples

简介:

本书是概率论的经典介绍,涵盖了大数定律,中心极限定理,随机游动,martingales,马尔可夫链,遍历定理和布朗运动。这是一个全面的治疗集中的结果,是最有用的应用程序。它的哲学是,学习概率的最好方法是在行动中看到它,所以有200的例子和450的问题。

这本书也是一个很好的资源。在整个教科书中提出了几个有趣和具体的例子,这将有助于新手更好地理解概率论的基础知识这本书的最大特点是它的例子的选择。作者做了一项非凡的工作,不仅展示了所提出的定理可以用于什么,而且还展示了它们不能用于什么。这个生动而严格的测量理论概率论的新版本旨在用于研究生课程,其中包含有关多维布朗运动及其与偏微分方程 (pde) 的关系的新篇章,该主题正在寻找新的应用。

英文简介:

This book is a classic introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems.

This book is also an excellent resource. Several interesting and concrete examples are presented throughout the textbook, which will help novices obtain a better understanding of the fundamentals of probability theory

The best feature of the book is its selection of examples. The author has done an extraordinary job in showing not simply what the presented theorems can be used for, but also what they cannot be used for.

The new edition of this lively but rigorous introduction to measure theoretic probability theory, designed for use in a graduate course, contains a new chapter on multidimensional Brownian motion and its relationship to partial differential equations (PDEs), a topic that is finding new applications.

书名
Probability: Theory and Examples
译名
概率:理论与实例
语言
英语
年份
2019
页数
490页
大小
2.09 MB
标签
  • 概率论
  • 数学
  • 下载
    pdf iconProbability: Theory and Examples.pdf
    密码
    65536

    最后更新:2025-04-12 23:58:04

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