Probability: Theory and Examples (Cambridge Series in Statistical and Probabilistic Mathematics)

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  • Cambridge University Press
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  • Amazon.co.jp ・洋書 (440ページ)
  • / ISBN・EAN: 9780521765398

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This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The new edition begins with a short chapter on measure theory to orient readers new to the subject.

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  • かなり網羅している。4版は字が大きくて見やすい。重いけど。
    ・独立(事象、確率変数、σ-加法族)のところ分かりやすい

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