概率论题解 英文版
出版时间: 2003年版
丛编项: Series on Concrete and Applicable Mathematics Vol.2
内容简介
Probability theory is an important part of contemporary mathematics. The subject plays a key role in the insurance industry, modelling financial markets, and statistics generally : including all those fields of endeavour to which statistics is applied (e.g. health, physical sciences, engineering, economics, social sciences). The twentieth century has been an important time for the subject because we have witnessed the development of a solid mathematical basis for the study of probability, especially from the Russsian school of probability under the leadership of A.N. Kolmogorov. We have also seen many new applications of probability including applications of stochastic calculus in the finance industry, fundamental ideas in computer science, and internet gambling.此书为英文版!
目录
Preface
Problems
Chapter 1 Sets, measure and probability
1.1 Notes
1.2 Problems
Chapter 2 Elementary probability
2.1 Notes
2.2 Problems
Chapter 3 Discrete random variables
3.1 Notes
3.2 Problems
Chapter 4 Continuous random variables
4.1 Notes
4.2 Problems
Chapter 5 Limit theorems
5.1 Notes
5.2 Problems
Chapter 6 Random walks
6.1 Notes
6.2 Problems
Solutions
Chapter 1 Sets, measure and probability
Chapter 2 Elementary probability
Chapter 3 Discrete random variables
Chapter 4 ontinuous random variables
Chapter 5 Limit theorems
Chapter 6 Random walks
Bibliography
Index