Probability and Measure-轻识

《概率与测度(第3版)》是《概率与测度》第3版，新版保留了原先的风格，将测度论和概率论有机结合在一起，把相关内容混合排列。概率问题会引起学生学习测度论的兴趣，而测度论知识又反过来应用到概率论中。《概率与测度(第3版)》主要内容包括概率、测度、积分、随机变量及数学期望、分布的收敛的问题、导数与条件期望，随机过程等。 PROBABILITY AND MEASURE

Third Edition

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the ...

Third Edition

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.

Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

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概率与测度(第3版)