probability__theory_and_examples___4th_edition__cambridge_series_in_statistical_and_probabilistic_mathematics_

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1、ThispageintentionallyleftblankProbabilityTheoryandExamplesFourthEditionThisbookisanintroductiontoprobabilitytheorycoveringlawsoflargenumbers,centrallimittheorems,randomwalks,martingales,Markovchains,ergodictheorems,andBrownianmotion.Itisacomprehensivetreatmen

2、tconcentratingontheresultsthatarethemostusefulforappli-cations.Itsphilosophyisthatthebestwaytolearnprobabilityistoseeitinaction,sothereare200examplesand450problems.RickDurrettreceivedhisPh.D.inoperationsresearchfromStanfordUniversityin1976.AfternineyearsatUCL

3、Aandtwenty-fiveatCornellUniversity,hemovedtoDukeUniversityin2010,whereheisaprofessorofmathematics.Heistheauthorof8booksandmorethan170journalarticlesonawidevarietyoftopics,andhehassupervisedmorethan40Ph.D.students.HeisamemberoftheNationalAcademyofScienceandtheA

4、mericanAcademyofArtsandSciencesandaFellowoftheInstituteofMathematicalStatistics.CAMBRIDGESERIESINSTATISTICALANDPROBABILISTICMATHEMATICSEditorialBoard:Z.Ghahramani,DepartmentofEngineering,UniversityofCambridgeR.Gill,DepartmentofMathematics,UtrechtUniversityF.K

5、elly,StatisticsLaboratory,UniversityofCambridgeB.D.Ripley,DepartmentofStatistics,UniversityofOxfordS.Ross,DepartmentofIndustrial&SystemsEngineering,UniversityofSouthernCaliforniaM.Stein,DepartmentofStatistics,UniversityofChicagoThisseriesofhigh-qualityupper-d

6、ivisiontextbooksandexpositorymonographscoversallaspectsofstochasticapplicablemathematics.Thetopicsrangefrompureandappliedstatisticstoprobabilitytheory,operationsresearch,optimization,andmathematicalpro-gramming.Thebookscontainclearpresentationsofnewdevelopmen

7、tsinthefieldandalsoofthestateoftheartinclassicalmethods.Whileemphasizingrigoroustreatmentoftheoreticalmethods,thebooksalsocontainapplicationsanddiscussionsofnewtechniquesmadepossiblebyadvancesincomputationalpractice.AlreadyPublished1.BootstrapMethodsandTheirAp

8、plication,byA.C.DavisonandD.V.Hinkley2.MarkovChains,byJ.Norris3.AsymptoticStatistics,byA.W.vanderVaart4.WaveletMethodsforTimeSeriesAnalysis,byDonaldB.PercivalandAndrewT.Walden5.BayesianMe