Probability Theory: A Comprehensive Course

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

(Universitext) Achim Klenke-Probability Theory_ A Comprehensive Course-Springer .pdf (5.15 MB, 需要: 10 个论坛币)

2013-11-30 10:29:28 上传

需要: 10 个论坛币  [购买]

Probability Theory: A Comprehensive Course
Achim Klenke
Universitext
Springer London
2014

This second edition of the popular textbook contains a comprehensive course in modern probability theory. Overall, probabilistic concepts play an increasingly important role in mathematics, physics, biology, financial engineering and computer science. They help us in understanding magnetism, amorphous media, genetic diversity and the perils of random developments at financial markets, and they guide us in constructing more efficient algorithms. To address these concepts, the title covers a wide variety of topics, many of which are not usually found in introductory textbooks, such as: • limit theorems for sums of random variables • martingales • percolation • Markov chains and electrical networks • construction of stochastic processes • Poisson point process and infinite divisibility • large deviation principles and statistical physics • Brownian motion • stochastic integral and stochastic differential equations. The theory is developed rigorously and in a self-contained way, with the chapters on measure theory interlaced with the probabilistic chapters in order to display the power of the abstract concepts in probability theory. This second edition has been carefully extended and includes many new features. It contains updated figures (over 50), computer simulations and some difficult proofs have been made more accessible. A wealth of examples and more than 270 exercises as well as biographic details of key mathematicians support and enliven the presentation. It will be of use to students and researchers in mathematics and statistics in physics, computer science, economics and biology. [/td]

Table of contents : Content: Front Matter....Pages I-XII Basic Measure Theory....Pages 1-45 Independence....Pages 47-75 Generating Functions....Pages 77-84 The Integral....Pages 85-99 Moments and Laws of Large Numbers....Pages 101-130 Convergence Theorems....Pages 131-143 Conditional Expectations....Pages 145-168 Martingales....Pages 169-188 Optional Sampling Theorems....Pages 189-203 Martingale Convergence Theorems and Their Applications....Pages 205-215 Backwards Martingales and Exchangeability....Pages 217-230 Convergence of Measures....Pages 231-243 Probability Measures on Product Spaces....Pages 245-271 Characteristic Functions and the Central Limit Theorem....Pages 273-293 Infinitely Divisible Distributions....Pages 295-330 Markov Chains....Pages 331-349 Convergence of Markov Chains....Pages 351-388 Markov Chains and Electrical Networks....Pages 389-410 Ergodic Theory....Pages 411-438 Brownian Motion....Pages 439-456 Law of the Iterated Logarithm....Pages 457-508 Large Deviations....Pages 509-519 The Poisson Point Process....Pages 521-541 The Itô Integral....Pages 543-561 Stochastic Differential Equations....Pages 563-588 Back Matter....Pages 589-611 ....Pages 613-638

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏4 回帖

关键词：Probability Prehensive bability Ability Course important computer concepts biology popular

太贵了，楼主不如去抢

一品小猪 发表于 2013-11-30 10:54
太贵了，楼主不如去抢

若一个月后你还想要，请留言，我到时降价

好的  来看看

太贵了

谢谢分享!

太贵了

一品小猪 发表于 2013-11-30 10:54
太贵了，楼主不如去抢

已经降价，10

celon 发表于 2013-11-30 21:44
太贵了

已经降价，10