Probability theory, an analytic view

＜図書＞
Probability theory, an analytic view

責任表示	Daniel W. Stroock
データ種別	図書
版	[revised ed.]
出版情報	Cambridge : Cambridge University Press , 1999 ,c1993
本文言語	英語
大きさ	xvi, 536 p. : ill. ; 26 cm
概要	This revised edition of Daniel W. Stroock's classic text is suitable for a first-year graduate course on probability theory. By modern standards the topics treated are classical and the techniques use... far-ranging: Dr. Stroock does not approach the subject as a monolithic structure resting on a few basic principles. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. Stroock covers conditional expectation values in the second half where he applies them to the study of martingales. He also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory. Student prerequisites are a good grasp of introductory, undergraduate probability theory and a reasonably sophisticated knowledge of analysis. 続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
	: pbk	理系図1F 開架	417.1/St 8	1999		003212004003094		予約・取寄			予約・取寄
	: pbk	理系図3F 数理独自	STRO/20/5B	1999		033212015500377		予約・取寄			予約・取寄

一般注記	[revised edition] - on cover - First paperback edition 1999 Includes index
著者標目	Stroock, Daniel W.
件　名	LCSH:Probabilities
分　類	DC21:519.2
書誌ID	1001370590
ISBN	0521663490
NCID	BA4643033X
巻冊次	: pbk ; ISBN:0521663490
NBN	B99V7196
登録日	2009.09.18
更新日	2009.09.18