ProbabilityTheoryandExamples5thR.Durrett第5版2017修订版

Thisclassicintroductiontoprobabilitytheoryforbeginninggraduatestudentscoverslawsoflargenumbers,centrallimittheorems,randomwalks,martingales,Markovchains,ergodictheorems,andBrownianmotion.Itisacomprehensivetreatmentconcentratingontheresultsthatarethemostusefulforapplications.Itsphilosophy