Probability-2 3rd ed.(Graduate Texts in Mathematics Vol. 95) hardcover 348 p. 19
内容
Contains a systematic treatment of probability from the ground up,starting with intuitive ideas and gradually developing more sophisticatedsubjects, such as random walks, martingales, Markov chains, ergodic theory,weak convergence of probability measures, stationary stochastic processes,and the Kalman-Bucy filter.
