This book is an introduction to probability theory covering laws of large
numbers, central limit theorems, random walks, martingales, Markov
chains, ergodic theorems, and Brownian motion. It is a comprehensive
treatment concentrating on the results that are the most useful for applications.
Its philosophy is that the best way to learn probability is to see it
in action, so there are 200 examples and 450 problems.
2021-12-03 06:36:09
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数学
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