现代概率论基础

出版时间：2006年01月  出版社：科学出版社  作者：卡伦伯格  页数：664  字数：782000  
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内容概要

要使我国的数学事业更好地发展起来，需要数学家淡泊名利并付出更艰苦地努力。另一方面，我们也要从客观上为数学家创造更有发展数学事业的外部环境，这主要是加强对数学事业的支持与投资力度，使数学家有较好的工作与生活条件，其中了包括改善与加强数学的出版工作。    修订版增加了四章，并对原版内容作了大量修改。

书籍目录

Preface to the Second EditionPreface to the First Edition1. Measure Theory---Basic Notions2. Measure Theory---Key Results3. Processes, Distributions, and Independence4. Random Sequences, Series, and Averages5. Characteristic Functions and Classical Limit Theorems6. Conditioning and Disintegration7. Martingales and Optional Times8. Markov Processes and Discrete-Time Chains9. Random Walks and Renewal Theory10. Stationary Processes and Ergodic Theory11. Special Notions of Symmetry and Invariance12. Poisson and Pure Jump-Type Markov Processes13. Gaussian Processes and Brownian Motion14. Skorohod Embedding and Invariance Principles15. Independent Increments and Infinite Divisibility16. Convergence of Random Processes, Measures, and Sets17. Stochastic Integrals and Quadratic Variation18. Continuous Martingales and Brownian Motion19. Feller Processes and Semigroups20. ergodic Properties of Markov Processes21. Stochastic Differential Equations22. Local Time, Excursions, and Additive Functionals23. One-dimensional SDEs and Diffusions24. Connections with PDEs and Potential Theory25. Predictability, Compensation, and Excessive Functions26. Semimartingales and General Stochastic Integration27. Large DeviationsAppendicesHistorical and Bibliographical NotesBibliographySymbol IndexAuthor IndexSubject Index

编辑推荐

　　《现代概率论基础》(影印版)(第2版)增加了四章，并对原版内容作了大量修改。

用户评论 (总计1条)

•   此书起点不是一般的高，建议先把实变函数看完了再看就轻松多了！