概率和鞅
点此进入淘宝搜索页搜索分類: 图书,自然科学,数学,概率论与数理统计,
作者： （英）威廉姆斯 著
出 版 社： 世界图书出版公司
出版时间： 2008-9-1字数：版次： 1页数： 251印刷时间： 2008/09/01开本： 16开印次： 1纸张： 胶版纸I S B N ： 9787506292511包装： 平装目录
Preface-please read!
A Question of Terminology
A Guide to Notation
Chapter 0 A Branching-Process Example
PAPR A: FOUNDATIONS
Chapter 1 Measure Spaces
Chapter 2 Events
Chapter 3 Random Variables
Chapter 4 Independence
Chapter 5 Integration
Chapter 6 Expectation
Chapter 7 An Easy Strong Law
Chapter 8 Product Measure
PART B: MARTINGALE THEORY
Chapter 9 Conditional Expectation
Chapter 10 Martingales
Chapter 11 The Convergence Theorem
Chapter 12 Martingales Bounded in
Chapter 13 Uniform Integrability
Chapter 14 UI Martingales
Chapter 15 Applications
PART C CHARACTERISTIC FUNCTIONS
Chapter 16 Basic Properties of CFs
Chapter 17 Weak Convergence
Chapter 18 The Central Limit Theorem
APPENDICES
Chapter A1：Appendix to Chapter 1
Chapter A3：Appendix to Chapter 3
Chapter A4：Appendix to Chapter 4
Chapter A5：Appendix to Chapter 5
Chapter A9：Appendix to Chapter 9
Chapter A13：Appendix to Chapter 13
Chapter A14：Appendix to Chapter 14
Chapter A18：Appendix to Chapter 16
Chapter E: Exercises
References
Index
