skorokhod a., prokhorov i. basic principles and applications of probability theory (isbn 3540546863)(springer, 2005)(276s)_mv_

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1、BasicPrinciplesandApplicationsofProbabilityTheoryA.V.SkorokhodBasicPrinciplesandApplicationsofProbabilityTheoryEditedbyYu.V.ProkhorovTranslatedbyB.D.Seckler123A.V.SkorokhodDepartmentofStatisticsandProbabilityMichiganStateUniversityEastLansing,MI48824,USAYu.V.Prokhorov(E

2、ditor)RussianAcademyofScienceSteklovMathematicalInstituteul.Gubkina8117966Moscow,RussiaB.D.Seckler(Translator)19RamseyRoadGreatNeck,NY11023-1611,USAe-mail:bersec@aol.comOriginalRussianeditionpublishedbyViniti,Moscow1989TitleoftheRussianedition:TeoriyaVeroyatnostej1Publi

3、shedintheseries:ItogiNaukiiTekhniki.SovremennyeProblemyMatematiki.Fundamental’nyeNapravleniya,Tom43LibraryofCongressControlNumber:2004110444MathematicsSubjectClassification(2000):60Axx,60Dxx,60Fxx,60Gxx,60Jxx,62Cxx,94AxxISBN3-540-54686-3SpringerBerlinHeidelbergNewYorkThi

4、sworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broad-casting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublicati

5、onorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.SpringerisapartofSpringerScience+BusinessMediasp

6、ringeronline.com©Springer-VerlagBerlinHeidelberg2005PrintedinGermanyTheuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantpro-tectivelawsandregulationsandther

7、eforefreeforgeneraluse.TypesetbySteingraeberSatztechnikGmbH,HeidelbergusingaSpringerTEXmacropackageCoverdesign:ErichKirchner,HeidelbergPrintedonacid-freepaper46/3142LK-543210ContentsI.Probability.BasicNotions.Structure.Methods...........1II.MarkovProcessesandProbability

8、ApplicationsinAnalysis..................143III.AppliedProbability.........................................191A