This introduction to Probability Theory can be used, at the beginning graduate level, for a one-semester course on Probability Theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as Finance Theory (Economics), Electrical Engineering, and Operations Research. The text covers the essentials in a directed and lean way with 28 short chapters. Assuming of readers only an undergraduate background in mathematics, it brings them from a starting knowledge of the subject to a knowledge of the basics of Martingale Theory. After learning Probability Theory from this text, the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference. The second edition contains some additions to the text and to the references and some parts are completely rewritten.
具體描述
讀後感
我们实际上课使用的是BILLINGSLEY的probability and measure，相比之前下这本书（probability essentials）就显得简单了许多，有些东西就只给你一个结论，你记住就行了。如果你真的想完全搞懂，那还是要读B神的书，但是我为自己智商捉急
評分我们实际上课使用的是BILLINGSLEY的probability and measure，相比之前下这本书（probability essentials）就显得简单了许多，有些东西就只给你一个结论，你记住就行了。如果你真的想完全搞懂，那还是要读B神的书，但是我为自己智商捉急
評分推荐这本概率论。篇幅简练，讲解深入，没有废话，证明也很清晰，还有很多习题。 主要以基础概率为主。读之前需要一些实分析和测度论的基础。 最后几张章了点鞅，也是浅尝辄止。 是学习随机过程的必要基础。
評分我们实际上课使用的是BILLINGSLEY的probability and measure，相比之前下这本书（probability essentials）就显得简单了许多，有些东西就只给你一个结论，你记住就行了。如果你真的想完全搞懂，那还是要读B神的书，但是我为自己智商捉急
評分我们实际上课使用的是BILLINGSLEY的probability and measure，相比之前下这本书（probability essentials）就显得简单了许多，有些东西就只给你一个结论，你记住就行了。如果你真的想完全搞懂，那还是要读B神的书，但是我为自己智商捉急
用戶評價
Duffie跟Protter的關係不錯，在Dynamic Asset Pricing的前言裏還專門推薦瞭這本書
评分I did not understand random variable thoroughly and started to read this book. Yet I failed to grasp the idea immediately having read the few chapters [ch1-9]; I couldn't possibly say I find it super useful. Some exercises really improve understandings though. Anyway the exam is an insult to this reference!
评分Introduction to advanced probability theory; 2010Fall;textbook
评分簡潔而且全麵的概率論入門教材，整體安排很優雅，閱讀起來很舒服。
评分Duffie跟Protter的關係不錯，在Dynamic Asset Pricing的前言裏還專門推薦瞭這本書
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