《概率论与随机过程理论（英文版）》txt下载在线阅读全文,求百度网盘云资源
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《Theory of Probability and Random Processes》（Koralov, Leonid/ Sinai, Yakov G.）电子书网盘下载免费在线阅读
链接: https://pan.baidu.com/s/1L-EgxBHPcnW-B8id9C90fA
书名：Theory of Probability and Random Processes
作者：Koralov, Leonid/ Sinai, Yakov G.
出版社：Springer Verlag
出版年份：2012-9
页数：369
内容简介：
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraate and graate students, forms the core of the content of this book. It provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells a number of modern topics not addressed in most text-books.
The book offers a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.
This material is essential to many undergraate and graate courses. The book can also serve as a reference for scientists using modern probability theory in their research. Its author, Ya. G. Sinai, is one of the world's leading probabilists and mathematical physicists. He has been a professor at Princeton University since 1993 and was awarded the Wolf Prize in Mathemat
