The book develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications. With this goal in mind, the pace is lively, yet thorough. Basic notions of independence and c
随机图与复杂网络 361页，2009年完成 These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. Therefore, we have included many of the preliminaries, such as convergence of r
February 3, 2009，p361 These lecture notes are intended to be used for master courses, where the students have a limited prior knowledge of special topics in probability. Therefore, we have included many of the preliminaries, such as convergence of r
This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of t
This is a concise and elementary introduction to contemporary measure and integration theory as it is needed in many parts of analysis and probability theory. Undergraduate calculus and an introductory course on rigorous analysis in R are the only e
This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical financ
Taylor - Partial Differential Equations II 2ed Springer 2011 Taylor - Partial Differential Equations II 2ed Springer 2011
Michael E. Taylor
Partial Differential
Equations Il
Qualitative Studies of Linear Equations
Second edition
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ringer
Michael E
一本很好的讲概率的书，有很多例子，讲了测度理论和鞅论Contents
1 Measure Theory
1. 1 Probability spaces
1.2 Distributions
1.3 Random variables
12
1.4 Integration
15
1.5P
ties of the integra. I
21
1.6E
d valu
24
1.6.1 Inequalities
24
1. 6.2 Integration to the limit
1.6.3 Computi
概率论非常经典的书籍，包括大数定律、中心极限定理、随机游动、鞅、马尔可夫链、遍历定理和布朗运动。它是一种综合性的处理方法，集中在对应用最有用的结果上。它的哲学是，学习概率的最好方法是看到它的实际行动，所以有200个例子和450个问题。Preface
Some times the lights are shining on me. Other times I can barely see
Lately it occurs to me what a long strange trip its bee
