Probability with Martingales pdf epub mobi txt 电子书下载 2025

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出版者:Cambridge University Press

作者:David Williams

出品人:

页数:251

译者:

出版时间:1991-2-22

价格:USD 69.99

装帧:Paperback

isbn号码:9780521406055

丛书系列:Cambridge Mathematical Textbooks

图书标签:

数学
概率论
测度论
Probability
probability
math
Mathematics
quant

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This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numbers and Three-Series Theorem are proved by martingale techniques. A proof of the Central Limit Theorem is also given. The author's style is entertaining and inimitable with pedagogy to the fore. Exercises play a vital role; there is a full quota of interesting and challenging problems, some with hints.

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主要是围绕martingale展开的，前面一部份介绍必要的measure theory的部分，点到即止，都是后面基本的probability theory需要用到的。即使你之前不懂measure theory也能看懂。难怪是给undergraduate用的。 williams是这个方向上文笔最好的数学家了。

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