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[统计套利] [随机过程]Universitext系列之Theory of Probability and Random Processes [推广有奖]

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lasgpope 学生认证  发表于 2015-6-15 01:10:05 |显示全部楼层
本帖最后由 fantuanxiaot 于 2015-6-15 18:53 编辑

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

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Theory of Probability and Random Processes.pdf (3.07 MB, 售价: 20 个论坛币)


Review

From the reviews of the second edition:

"The book is based on a series of lectures taught by the authors at Princeton University and the University of Maryland. The material of the book can be used to support a two-semester course in probability and stochastic processes or, alternatively, two independent one-semester courses in probability and stochastic processes, respectively. … will be found useful by advanced undergraduate and graduate students and by professionals who wish to learn the basic concepts of modern probability theory and stochastic processes." (Vladimir P. Kurenok, Mathematical Reviews, Issue 2008 k)
“The text is well written and the concepts and results motivated and explained. Most of the chapters include a section with exercises of varying difficulty. The material of the book has been used by the authors to teach one-year lecture courses at Princeton University and the University of Maryland to advanced undergraduate and graduate students. Summarising, the book is enjoyable and provides a concise well-motivated presentation of the material covered, suitable for lecture courses at an advanced level.” (Evelyn Buckwar, Zentralblatt MATH, Vol. 1181, 2010)


About the Author

YAKOV SINAI has been a professor at Princeton University since 1993. He was educated at Moscow State University, and was a professor there till 1993.
Since 1971 he has also held the position of senior researcher at the Landau Institute of Theoretical Physics. He is known for fundamental work on dynamical systems, probability theory, mathematical physics, and statistical mechanics. He has been awarded, among other honors, the Boltzmann Medal (in 1986) and Wolf Prize in Mathematics (in 1997). He is a member of Russian and American Academies of Sciences.

LEONID KORALOV is an assistant professor at the University of Maryland. From 2000 till 2006 he was an assistant professor at Princeton University, prior to which he worked at the Institute for Advanced Study in Princeton. He did his undergraduate work at Moscow State University, and got his PhD from SUNY at Stony Brook in 1998. He works on problems in the areas of homogenization, diffusion processes, and partial differential equations.


Product Details
  • Series: Universitext
  • Paperback: 358 pages
  • Publisher: Springer; 2nd edition, 2nd printing (September 25, 2012)
  • Language: English
  • ISBN-10: 3540254846
  • ISBN-13: 978-3540254843
  • Product Dimensions: 6.1 x 0.8 x 9.2 inches
  • Shipping Weight: 1.3 pounds




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lancerthz 发表于 2015-6-15 01:26:03 |显示全部楼层
书好像不错:)
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auirzxp 学生认证  发表于 2015-6-15 01:26:40 |显示全部楼层
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Edwardu 发表于 2015-6-15 01:52:49 |显示全部楼层
好书呀,感谢楼主分享
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曹孟德 发表于 2015-6-15 02:26:05 |显示全部楼层
谢谢分享
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夏目贵志 发表于 2015-6-15 02:29:05 |显示全部楼层
看看是什么
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0jzhang 发表于 2015-6-15 06:24:15 |显示全部楼层
Theory of Probability and Random Processes
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yangke74 在职认证  发表于 2015-6-15 07:03:37 |显示全部楼层
好书,支持一下
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fengyg 企业认证  发表于 2015-6-15 07:55:39 |显示全部楼层
kankan
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jiagangw 发表于 2015-6-15 08:06:44 |显示全部楼层
Thanks
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