最 低 价：￥53.13
定 价：￥69.00
作 者：（美）阿什（Ash.R.B.），(美)多朗-戴德（Doleans-Dade,C.A.） 著 著
出 版 社：人民邮电出版社
出版时间：2007-9-1
I S B N：9787115166159
| Robert B.Ash，伊利诺大学数学系教授。世界著名数学家，研究领域包括：信息理论、代数、拓扑、概率论、泛函分析等。主要著作有Measure，Integration and Functional Analysis和Information Theory等。 |
| 1 Fundamentals of Measure and Integration Theory 1.1 Introduction 1.2 Fields, o-Fields, and Measures 1.3 Extension of Measures 1.4 Lebesgue-Stieltjes Measures and Distribution Functi 1.5 Measurable Functions and Integration 1.6 Basic Integration Theorems 1.7 Comparison of Lebesgue and Riemann Integrals 2 Further Results in Measure and Integration Theory 2.1 Introduction 2.2 Radon-Nikodym Theorem and Related Results 2.3 Applications to Real Analysis 2.4 Lp Spaces 2.5 Convergence of Sequences of Measurable Functions 2.6 Product Measures and Fubini's Theorem 2.7 Measures on Infinite Product Spaces 2.8 Weak Convergence of Measures 2.9 References 3 Introduction to Functional Analysis 3.1 Introduction 3.2 Basic Properties of Hilbert Spaces 3.3 Linear Operators on Normed Linear Spaces 3.4 Basic Theorems of Functional Analysis 3.5 References 4 Basic Concepts of Probability 4.1 Introduction 4.2 Discrete Probability Spaces 4.3 Independence 4.4 Bernoulli Trials 4.5 Conditional Probability 4.6 Random Variables 4.7 Random Vectors 4.8 Independent Random Variables 4.9 Some Examples from Basic Probability 4.10 Expectation 4.11 Infinite Sequences of Random Variables 4.12 References 5 Conditional Probability and Expectation 5.1 Introduction 5.2 Applications 5.3 The General Concept of Conditional Probability and Expectation 5.4 Conditional Expectation Given a o-Field 5.5 Properties of Conditional Expectation 5.6 Regular Conditional Probabilities 6 Strong Laws of Large Numbers and Martingale Theory 6.1 Introduction 6.2 Convergence Theorems 6.3 Martingales 6.4 Martingale Convergence Theorems 6.5 Uniform Integrability 6.6 Uniform Integrability and Martingale Theory 6.7 Optional Sampling Theorems 6.8 Applications of Martingale Theory 6.9 Applications to Markov Chains 6.10 References 7 The Central Limit Theorem 7.1 Introduction 7.2 The Fundamental Weak Compactness Theorem 7.3 Convergence to a Normal Distribution …… 8 Ergodic Theory 9 Brownian Motion and Stochastic Integrals Appendices Bibliography Solutions to Problems Index |
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