概率论（第2卷）

出版时间：2000-1  出版社：世界图书出版公司  作者：M.Loeve  页数：413  
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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的专家，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，后两部门尤为精彩。

书籍目录

PART FOUR: DEPENDENCE   CHAPTER VIII: CONDITIONING     SECTION   27. CONCEPT OF CONDITIONING       27.1 Elementary case       27.2 General case       27.3 Conditional expectation given a function       *27.4 Relative conditional expectations and sufficient a-fields     28. PROPERTIES OF CONDITIONING       28.1 Expectation properties       28.2 Smoothing properties       *28.3 Concepts of conditional independence and of chains     29. REGULAR PR. FUNCTIONS       29.1 Regularity and integration       *29.2 Decomposition of regular c.pr.‘s given separable a-fields     30. CONDITIONAL DISTRIBUTIONS       30.1 Definitions and restricted integration       30.2 Existence       30.3 Chains the elementary case  CHATPER IX:FROM INDERENDENCE TO DEPENDENXE    31.CENTRAL ASYMPTOTIC PRAOBLEM      31.1 Comparison of laws      31.2  Compaison of summands      31.3  Weighted prob.laws    32.CENTERINGS MARTINGALES,AND A.S.CONVERGENCE      32.1  Centerings      32.2  Martingales:generanlities      ……  CHPATER X:ERGODIC THEOREMS  CHAPTER XI:SECOND ORDER PROPERTIESPART FIVE:ELEMENSTS OF RANDOM ANALYSIS  CHAPTER XII:FOUNDATIONS MARTINGLES AND DECOMPABLTY  CHAPTER XIII:BROWNIAN MOTON AND LIMIT DISTRIBUTIONS  CHAPTER XIV:MARKOV PROCESSESBIBLEOGRAPHYINDEX

编辑推荐

This book is intended as a text for graduate sudents and as a reference for workers in Probability and Statistics. The prerequisite is honest calculus. The material covered in Parts Two to Five inclusive requires about three to four semesters of graduate study. The introductory part may serve as a text for an undergraduate course in elementary probability theory.

用户评论 (总计5条)

•   概率论经典之作，条理清晰，覆盖面广，非国产教材所能比拟。
•   很经典，很专业
•   教材，没啥好说的，替老婆买的。
•   还没开始看,留着慢慢翻
•   尤其是里面的条件期望这一节,写得太精彩了.据说现在的一位概率论院士当年花了三年的时间把这本书读完的!