Lecture Notes on Probability Theory概率论讲义 随机过程

《Lecture Notes on Probability Theory概率论讲义 随机过程》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、LectureNotesonProbabilityTheoryandRandomProcessesJeanWalrandDepartmentofElectricalEngineeringandComputerSciencesUniversityofCaliforniaBerkeley,CA94720August25,20042TableofContentsTableofContents3Abstract9Introduction11ModellingUncertainty31.1ModelsandPhysicalReality........

2、...................31.2ConceptsandCalculations............................41.3FunctionofHiddenVariable...........................41.4ALookBack...................................51.5References.....................................122ProbabilitySpace132.1ChoosingAtRandom......

3、........................132.2Events.......................................152.3CountableAdditivity...............................162.4ProbabilitySpace.................................172.5Examples.....................................172.5.1Choosinguniformlyinf1;2;:::;Ng....

4、..............172.5.2Choosinguniformlyin[0;1].......................182.5.3Choosinguniformlyin[0;1]2......................182.6Summary.....................................182.6.1StarsandBarsMethod.........................192.7SolvedProblems.................................1

5、93ConditionalProbabilityandIndependence273.1ConditionalProbability.............................273.2Remark......................................283.3Bayes'Rule....................................283.4Independence...................................2934CONTENTS3.4.1Example1..

6、...............................293.4.2Example2.................................303.4.3De¯nition.................................313.4.4GeneralDe¯nition............................313.5Summary.....................................323.6SolvedProblems...........................

7、......324RandomVariable374.1Measurability...................................374.2Distribution....................................384.3ExamplesofRandomVariable.........................404.4GeneratingRandomVariables..........................414.5Expectation...................

8、.................424.6FunctionofRandomVariable..........................434.7Momen