Name: Probability with Martingales
ISBN: 9780521406055

作者: David Williams
出版社: Cambridge University Press
出版年: 1991-2-22
页数: 251
定价: USD 69.99
装帧: Paperback
丛书: Cambridge Mathematical Textbooks
ISBN: 9780521406055

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8.8

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内容简介 · · · · · ·

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 Numb...

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丛书信息 · · · · · ·

　　Cambridge Mathematical Textbooks(共6册)，这套丛书还有《An Introduction to Hilbert Space》《Notes on Logic and Set Theory》《Categories for Types》《Linear Analysis》《Categories for Types》。

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短评 · · · · · · ( 全部 14 条 )

Probability with Martingales的书评 · · · · · · ( 全部 2 条 )

热门只看本版本的评论

dumtal 2007-11-24 11:51:08

通俗易懂

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。 (展开)