About the first edition: To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands. - Mathematical Reviews This new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.
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这不是一本教科书,而是一本手册,一本重要定理引理大全。它的意义在于,你不需要记住定理的详细内容,只要一查,确定之后就可以直接引用了~
评分所以叫foundation的书都是用来当字典用的,主要读了里头的极限理论,tightness,Skorohod's topology
评分所以叫foundation的书都是用来当字典用的,主要读了里头的极限理论,tightness,Skorohod's topology
评分这不是一本教科书,而是一本手册,一本重要定理引理大全。它的意义在于,你不需要记住定理的详细内容,只要一查,确定之后就可以直接引用了~
评分definitely the best! not one of the best.
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