PROBABILITY: THEORY & EXAMPLES (5版)

書名：Probability: Theory & Examples 5/e 作者：DURRETT 出版社：CAMBRIDGE 出版日期：2019/00/00 ISBN：9781108473682 內容簡介 ●Provides 200 examples and 450 problems to equip readers to build practical intuition and understand the motivation for the theory ●Offers a modern selection of topics, including multidimensional Brownian motion ●The compact style strikes a balance between completeness and readability, covering a great deal of ground in 400 pages 目錄 1. Measure theory 2. Laws of large numbers 3. Central limit theorems 4. Martingales 5. Markov chains 6. Ergodic theorems 7. Brownian motion 8. Applications to random walk 9. Multidimensional Brownian motion Appendix. Measure theory details.