[下载][推荐]概率论：（Probability: A Graduate Course）（英文版）

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（概率论：研究生课程）"Probability: A Graduate Course"
作者：Allan Gut

出版社： Springer | 2007-04-24 | ISBN: 0387228330 | 603 pages | PDF | 2,3 MB

简介和一些书评：

"I know it's trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of many mathematicians toward the surrounding world. The point of departure of this book is the opposite.
This textbook on the theory of probability is aimed at graduate students, with the ideology that rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to chapters on inequalities, characteristic functions, convergence, followed by the three main subjects, the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales.
The main feature of this book is the combination of rigor and detail. Instead of being sketchy and leaving lots of technicalities to be filled in by the reader or as easy exercises, a more solid foundation is obtained by providing more of those not so trivial matters and by integrating some of those not so simple exercises and problems into the body of text.
Some results have been given more than one proof in order to illustrate the pros and cons of different approaches. On occasion we invite the reader to minor extensions, for which the proofs reduce to minor modifications of existing ones, with the aim of creating an atmosphere of a dialogue with the reader (instead of the more typical monologue), in order to put the reader in the position to approach any other text for which a solid probabilistic foundation is necessary.
Allan Gut is a professor of Mathematical Statistics at Uppsala University, Uppsala, Sweden. He is the author of the Springer monograph "Stopped Random Walks" (1988), the Springer textbook "An Intermediate Course in Probability" (1995), and has published around 60 articles in probability theory. His interest in attracting a more general audience to the beautiful world of probability has been manifested in his Swedish popular science book Sant eller Sannolikt ("True or Probable"), Norstedts f?rlag (2002).
From the reviews:
"This is more substantial than the usual graduate course in probability; it contains many useful and interesting details that previously were scattered around the literature and gives clear evidence that the writer has a great deal of experience in the area."
Short Book Reviews of the International Statistical Institute, December 2005
"...This book is a readable, comprehensive, and up-to-date introductory textbook to probability theory with emphasis on limit theorems for sums and extremes of random variables. The purchase is worth its price."
Journal of the American Statistical Association, June 2006

版主说有了，那就删了！

[此贴子已经被作者于2009-2-22 15:04:24编辑过]

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关键词：Probability bability Graduate Ability Course 英文版 概率论 Probability Graduate Course

目录太长，给个头吧！省得购买的花冤枉钱！

Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V
Outline of Contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .X. VII
Notation and Symbols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .XXI
1 Introductory Measure Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1 Probability Theory: An Introduction . . . . . . . . . . . . . . . . . . . . . . 1
2 Basics from Measure Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Collections of Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Generators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.4 A Metatheorem and Some Consequences . . . . . . . . . . . . . . 9
3 The Probability Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.1 Limits and Completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.2 An Approximation Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.3 The Borel Sets on R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.4 The Borel Sets on Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
4 Independence; Conditional Probabilities . . . . . . . . . . . . . . . . . . . 16
4.1 The Law of Total Probability; Bayes’ Formula . . . . . . . . . 17
4.2 Independence of Collections of Events . . . . . . . . . . . . . . . . . 18
4.3 Pair-wise Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
5 The Kolmogorov Zero-one Law . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1 Definition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.1 Functions of Random Variables . . . . . . . . . . . . . . . . . . . . . . 28
2 Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.1 Distribution Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.2 Integration: A Preview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

[此贴子已经被作者于2009-2-21 17:21:14编辑过]

论坛里有重复了：

https://bbs.pinggu.org/thread-308572-1-1.html&star=1#308572

“好不容易找到”，不见得。

我这里google一下书名，第二个条目就有了(ebookee)。

如果你能和发布最快的电子书网站保持同步的话，那还算不容易。

ebookee这个站点书虽然很多，但是不喜欢去那里，他们网站是用“机器人”软件把几个大的电子书网站的东西直接复制过来，而且其某个主要来源网站又是超快的人工复制，上次和giga的管理员讨论时，他既愤怒又无奈，骂了句motherfucker。

(我还和某个最强大的“人工复制机”发过几封短信。他们没工作，就靠这个吃饭。)

[此贴子已经被作者于2009-2-21 17:41:55编辑过]