扫一扫
关注中图网
官方微博
本类五星书更多>
-
>
宇宙、量子和人类心灵
-
>
(精)BBC地球故事系列-星际旅行
-
>
从一到无穷大
-
>
图说相对论(32开平装)
-
>
一本有趣又有料的化学书
-
>
刘薰宇的数学三书:原来数学可以这样学全3册
-
>
光学零件制造工艺学
Probability 版权信息
- ISBN:9787506271882
- 条形码:9787506271882 ; 978-7-5062-7188-2
- 装帧:一般胶版纸
- 册数:暂无
- 重量:暂无
- 所属分类:>>
Probability 内容简介
本书是一部经典的概率论研究生教材。本书的俄文原版于1979年出版,作者在莫斯科大学曾以本书内容为蓝本,为概率论研究生讲课多年,教学效果很好。1984年Springer出版了该书的英文版,本书是该英文版的第2版,本版内容比第1版增加了30余页。 目次:初等概率论;概率论的数学基础;概率测度的收敛性及中心极限定理;独立随机变量的序列与加项;平稳随机序列及遍历性理论;平稳随机序列及L2理论;形成鞅的随机变量序列;形成马尔可夫链的随机变量序列。 读者对象:数学专业的研究生。
Probability 目录
Preface to the Second Edition
Preface to the First Edition
Introduction
CHAPTER Ⅰ Elementary Probability Theory
§1.Probabilistic Model of an Experiment with a Finite Number of Outcomes
§2.Some Classical Models and Distributions
§3.Conditional Probability.Independence
§4.Random Variables and Their Properties
§5.The Bernoulli Scheme. Ⅰ. The Law of Large Numbers
§6.The Bernoulli Scheme. Ⅱ. Limit Theorems (Local, De Moivre-Laplace, Poisson)
§7.Estimating the Probability of Success in the Bernoulli Scheme
§8.Conditional Probabilities and Mathematical Expectations with Respect to Decompositions
§9.Random Walk. Ⅰ. Probabilities of Ruin and Mean Duration in Coin Tossing
§10.Random Walk. Ⅱ. Reflection Principle.Arcsine Law
§11.Martingales. Some Applications to the Random Walk
§12.Markov Chains. Ergodic Theorem. Strong Markov Property
CHAPTER Ⅱ Mathematical Foundations of Probability Theory
§1.Probabilistic Model for an Experiment with Infinitely Many Outcomes. Kolmogorov's Axioms
§2.Algebras and o-algebras. Measurable Spaces
§3.Methods of Introducing Probability Measures on Measurable Spaces
§4.Random Variables. Ⅰ.
§5.Random Elements
§6.Lebesgue Integral.Expectation
§7.Conditional Probabilities and Conditional Expectations with Respect to a o-Algebra
§8.Random Variables. Ⅱ.
§9.Construction of a Process with Given Finite-Dimensional Distribution
§10.Various Kinds of Convergence of Sequences of Random Variables
§11.The Hilbert Space of Random Variables with Finite Second Moment
§12.Characteristic Functions
§13.Gaussian Systems
CHAPTER Ⅲ Convergence of Probability Measures.Central Limit Theorem
§1.Weak Convergence of Probability Measures and Distributions
§2.Relative Compactness and Tightness of Families of Probability Distributions
§3.Proofs of Limit Theorems by the Method of Characteristic Functions
§4.Central Limit Theorem for Sums of Independent Random Variables. Ⅰ. The Lindeberg Condition
§5.Central Limit Theorem for Sums of Independent Random Variables. Ⅱ. Nonclassical Conditions
§6.Infinitely Divisible and Stable Distributions
§7.Metrizability of Weak Convergence
§8.On the Connection of Weak Convergence of Measures with Almost Sure Convergence of Random Elements ("Method of a Single Probability Space")
§9.The Distance in Variation between Probability Measures. Kakutani-Hellinger Distance and Hellinger Integrals. Application to Absolute Continuity and Singularity of Measures
§10.Contiguity and Entire Asymptotic Separation of Probability Measures
§11.Rapidity of Convergence in the Central Limit Theorem
§12.Rapidity of Convergence in Poisson's Theorem
CHAPTER Ⅳ Sequences and Sums of Independent Random Variables
§1.Zero-or-One Laws
§2.Convergence of Series
§3.Strong Law of Large Numbers
§4.Law of the Iterated Logarithm
§5.Rapidity of Convergence in the Strong Law of Large Numbers and in the Probabilities of Large Deviations
CHAPTER Ⅴ Stationary (Strict Sense) Random Sequences and Ergodic Theory
§1.Stationary (Strict Sense) Random Sequences.Measure-Preserving Transformations
§2.Ergodicity and Mixing
§3.Ergodic Theorems
CHAPTER Ⅵ Stationary (Wide Sense) Random Sequences. L2 Theory
§1.Spectral Representation of the Covariance Function
§2.Orthogonal Stochastic Measures and Stochastic Integrals
§3.Spectral Representation of Stationary (Wide Sense) Sequences
§4.Statistical Estimation of the Covariance Function and the Spectral Density
§5.Wold's Expansion
§6.Extrapolation, Interpolation and Filtering
§7.The Kalman-Bucy Filter and Its Generalizations
CHAPTER Ⅶ Sequences of Random Variables that Form Martingales
§1.Definitions of Martingales and Related Concepts
§2.Preservation of the Martingale Property Under Time Change at a Random Time
§3.Fundamental Inequalities
§4.General Theorems on the Convergence of Submartingales and Martingales
§5.Sets of Convergence of Submartingales and Martingales
§6.Absolute Continuity and Singularity of Probability Distributions
§7.Asymptotics of the Probability of the Outcome of a Random Walk with Curvilinear Boundary
§8.Central Limit Theorem for Sums of Dependent Random Variables
§9.Discrete Version of Ito's Formula
§10.Applications to Calculations of the Probability of Ruin in Insurance
CHAPTER Ⅷ Sequences of Random Variables that Form Markov Chains
§1.Definitions and Basic Properties
§2.Classification of the States of a Markov Chain in Terms of Arithmetic Properties of the Transition Probabilities p(n)ij
§3.Classification of the States of a Markov Chain in Terms of Asymptotic Properties of the Probabilities p(n)ii
§4.On the Existence of Limits and of Stationary Distributions
§5.Examples
Historical and Bibliographical Notes
References
Index of Symbols
Index
展开全部
Probability 作者简介
A. N. Shiryaev,俄罗斯数学家,就职于斯特克洛夫数学研究所( steklov mathematical institute )。
书友推荐
- >
推拿
推拿
¥12.2¥32.0 - >
苦雨斋序跋文-周作人自编集
苦雨斋序跋文-周作人自编集
¥6.9¥16.0 - >
龙榆生:词曲概论/大家小书
龙榆生:词曲概论/大家小书
¥9.1¥24.0 - >
经典常谈
经典常谈
¥25.9¥39.8 - >
罗曼·罗兰读书随笔-精装
罗曼·罗兰读书随笔-精装
¥40.6¥58.0 - >
月亮虎
月亮虎
¥19.7¥48.0 - >
李白与唐代文化
李白与唐代文化
¥9.9¥29.8 - >
山海经
山海经
¥20.4¥68.0
本类畅销
-
随机过程基础及其应用
¥9.5¥28 -
概率论与数理统计
¥4.2¥12 -
2022图书×抽奖盲袋
¥9.9¥25 -
2023读书月阅读盲盒——天黑,闭眼,刀谁?
¥42.3¥158 -
2022读者节纪念徽章-三星会员专属
¥45¥45.6
浏览历史
省级人民政府及主要电网企业大面积停电事件应急预案汇编
¥39.5¥188.0黑暗的心-(全2册)
¥13.6¥24.8【四色】中国儿童发现探索科普丛书--100全球名车(彩图注音版)
¥9.5¥29.8After Effects 影视后期制作完全实训手册
¥70.6¥98.0