Authors
Krishna B. Athreya
Soumendra N. Lahiri
Copyright
2006
Publisher
Springer-Verlag New York
DOI
10.1007/978-0-387-35434-7
This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D. students in mathematics and statistics although mathematically advanced students from engineering and economics would also find the book useful. Prerequisites are kept to the minimal level of an understanding of basic real analysis concepts such as limits, continuity, differentiability, Riemann integration, and convergence of sequences and series. A review of this material is included in the appendix.
2021-10-17 15:17:42
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本书内容包括测度空间，积分，各种收敛关系，Radon-Nikodym定理，条件数学期望，鞅和鞅收敛定理，鞅型序列中心极限定理，维纳过程和随机微分方程初步，以及近代概率论在控制中的某些应用。
很难得的一本书，起点很低，从测度讲，到鞅，到随机微分方程，讲得很清楚。
可以不先修实变，书里先介绍概率要用到的测度论知识，然后自然地推广到概率论中去。而且条件期望讲的也很好。
本文来自: 经济学家论坛 详细出处请参考:http://bbs.jjxj.org/viewthread.php?tid=15256&fromuid=0
2021-09-24 12:22:46
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数学丛书.-.[测度论讲义].pdf数学丛书.-.[测度论讲义].pdf数学丛书.-.[测度论讲义].pdf数学丛书.-.[测度论讲义].pdf数学丛书.-.[测度论讲义].pdf
2021-09-22 20:05:59
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本代码主要是根据论文Image Smoothing via L0 Gradient Minimization 中提及的算法实现的L0测度下的图像平滑，其利用C++实现的。
2021-08-09 10:34:30
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