出版时间:2000-12 出版社:世界图书出版公司 作者:M.Loeve 页数:425
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内容概要
这是一套公认的概率论经典教科书,可供高年级大学生和研究生使用,同时也是概率论和统计学方面专家、学者经常使用的参考书。在这套书的第4版中增加了距离空间测定、随机游动、布朗运动及不变原理,后两部尤为精彩。
书籍目录
INTRODUCTORY PART: ELEMENTARY PROBABILITY THEORY SECTION Ⅰ.INTUITIVE BACKGROUND 1.Events 2.Random events and trials 3.Random variables Ⅱ.AXIOMS; INDEPENDENCE AND THE BERNOULLI CASE 1.Axioms of the finite case 2.Simple random variables 3.Independence 4.Bernoulli case 5.Axioms for the countable case 6.Elementary random variables 7.Need for nonelementary random variables Ⅲ.DEPENDENCE AND CHAINS 1.Conditional probabilities 2.Asymptotically Bernoullian case 3.Recurrence 4.Chain dependence 5.Types of states and asymptotic behavior 6.Motion of the system 7.Stationary chainsCOMLEMENTS AND DETAILSPART ONE:NOTIONS OF MEASURE THEORY CHAPTERⅠ:SETS,SPACES,AND MEASURES 1.SETS,CLASSES,AND FUNCTIONS 2.TOPOLOGICAL SPACES 3.ADDITIVE SET FUNCTIONS 4.CONSTRUCTION OF MEASURES ONFIELDS CHAPTERⅡ:MEASURABLE FUNCTIONS AND INTEGRATION 5.MEASURABLE FUNCTIONS 6.MEASURE AND CONVERGENCES 7.INTEGRATION 8.INDEFINITE INTEGRALS;ITERATED INTEGRALSPART TWO:GENERAL CONCEPTS AND TOOLS OF PROBABILITY THEORY CHAPTERⅢ:PROBABILITY CONCEPTS 9.PROBABILITY SPACES AND RANDOM VARIABLES 10.PROBABILITY DISTRIBUTIONS CHAPTERⅣ:DISTRIBUTION FUNCTIONS AND CHARACTERISTIC FUNCTIONNS 11.DISTRIBUTION FUNCTIONS 12.CONVERGENCE OF PROBABILITIES ON METRIC SPACES 13.CHARACTERISTIC FUNCTIONS AND DISTRIBUTION FUNCTIONS 14.PROBABILITY LAWS AND TYPES OF LAWS 15.NONNEGATIVE-DEFINITENESS;REGULARITYPART THREE:INDEPENDENCE CHAPTERⅤ:SUMS OF INDEPENDENT RANDOM VARIABLES 16.CONCEPT OF INDEPENDENCE 17.CONVERGENCE AND STABILITY OF SUMS;CENTERING AT 18.CONVERGENCE AND SABILTIY OF SUMS;CENTERING AT 19.EXPONENTIAL BOUNDS AND NORMED SUMS CHAPTERⅥ:ENTRAL LIMIT PROBLEM 20.DEGENERATE,NORMAL AND POISSON TYPES 21.EVOLUTION OF THE PROBLEM 22.CENTRAL LIMIT PROBLEM;THE CASE OF BOUNDED VARIANCES 23.SOLUTION OF THE ENTRAL LIMIT PROBLEM 24.NORMED SUMS CHAPTERⅦ:INDEPENDENT IDENTICALLY DISTRIBUTED SUMMANDS 25.REGULAR VARIATION AND DOMAINS OF ATTRACTION 26.RANDOM WALKBIBLIOGRAPHYINDEX
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