Probability with Martingales pdf epub mobi txt 电子书下载 2024

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David Williams

Cambridge University Press

1991-2-22

251

USD 69.99

Paperback

Cambridge Mathematical Textbooks

9780521406055

图书标签: 数学概率论测度论 Probability probability math Mathematics quant

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发表于2024-04-28

Probability with Martingales epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Probability with Martingales pdf epub mobi txt 电子书下载 2024

图书描述

This is a masterly introduction to the modern and rigorous theory of probability. The author adopts the martingale theory as his main theme and moves at a lively pace through the subject's rigorous foundations. Measure theory is introduced and then immediately exploited by being applied to real probability theory. Classical results, such as Kolmogorov's Strong Law of Large Numbers and Three-Series Theorem are proved by martingale techniques. A proof of the Central Limit Theorem is also given. The author's style is entertaining and inimitable with pedagogy to the fore. Exercises play a vital role; there is a full quota of interesting and challenging problems, some with hints.

Probability with Martingales 下载 mobi epub pdf txt 电子书

著者简介

图书目录

Probability with Martingales pdf epub mobi txt 电子书下载

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用户评价

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一本浅显易懂的书

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不错的入门读物。

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我很难想象依靠这本书和一个口齿不清的老师，这学期我能够不挂...

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简明扼要，但是例子少。读到鞅那里就看不下去了，惭愧。

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简单而直观

读后感

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不夸张的说，读了这么多年数学，这本书是我读到的最生动的数学书，没有之一。虽然是一本教科书，却没有教科书常见的平淡。作者语言幽默风趣，读起来不像在看书，却像是在听课，面对一位循循善诱的老者，听他娓娓到来。数学讲得生动不容易，写得生动更不容易。作者前言里面说...

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主要是围绕martingale展开的，前面一部份介绍必要的measure theory的部分，点到即止，都是后面基本的probability theory需要用到的。即使你之前不懂measure theory也能看懂。难怪是给undergraduate用的。 williams是这个方向上文笔最好的数学家了。

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Probability with Martingales pdf epub mobi txt 电子书下载 2024