作者簡介: Kai Lai Chung(鐘開萊,1917-2009)華裔數(shù)學(xué)家、概率學(xué)家。浙江杭州人。1917年生于上海。1936年考入清華大學(xué)物理系。1940年畢業(yè)于西南聯(lián)合大學(xué)數(shù)學(xué)系,之后任西南聯(lián)合大學(xué)數(shù)學(xué)系助教。1944年考取第六屆庚子賠款公費留美獎學(xué)金。1945年底赴美國留學(xué)。1947年獲普林斯頓大學(xué)博士學(xué)位。20世紀(jì)50年代任教于美國紐約州Syracuse大學(xué),60年代以后任斯坦福大學(xué)數(shù)學(xué)系教授、系主任、名譽教授。鐘開萊著有十余部專著。為世界公認(rèn)的20世紀(jì)后半葉“概率學(xué)界學(xué)術(shù)教父”。
目錄:Index<br>Preface to the third editioniii<br>Preface to the second editionv<br>Preface to the first editionvii<br>1 Distribution function<br>1.1 Monotone functionsl<br>1.2 Distribution functions<br>1.3 Absolutely continuous and singular distributions<br><br>2 Measure theory<br>2.1 Classes of sets<br>2.2 Probability measures and their distribution functions<br><br>3 Random variable. Expectation. Independence<br>3.1 General definitions<br>3.2 Properties of mathematical expectation<br>3.3 Independence<br><br>4 Convergence concepts<br>4.1 Various modes of convergence<br>4.2 Almost sure convergence; Borel-Cantelli lemma<br>4.3 Vague convergence<br>4.4 Continuation<br>4.5 Uniform integrability; convergence of moments<br><br>5 Law of large numbers. Random series<br>5.1 Simple limit theorems<br>5.2 Weak law of large numbers<br>5.3 Convergence of series<br>5.4 Strong law of large numbers<br>5.5 Applications<br>Bibliographical Note<br><br>6 Characteristic function<br>6.1 General properties; convolutions<br>6.2 Uniqueness and inversion<br>6.3 Convergence theorems<br>6.4 Simple applications<br>6.5 Representation theorems<br>6.6 Multidimensional case; Laplace transforms<br>Bibliographical Note<br><br>7 Central limit theorem and its ramifications<br>7.1 Liapounovs theorem<br>7.2 Lindeberg-FeUer theorem<br>7.3 Ramifications of the central limit theorem<br>7.4 Error estimation<br>7.5 Law of the iterated logarithm<br>7.6 Infinite divisibility<br>Bibliographical Note<br><br>8 Random walk<br>8.1 Zero-or-one laws<br>8.2 Basic notions<br>8.3 Recurrence<br>8.4 Fine structure<br>8.5 Continuation<br>Bibliographical Note<br><br>9 Conditioning. Markov property. Martingale<br>9.1 Basic properties of conditional expectation3 l<br>9.2 Conditional independence; Markov property<br>9.3 Basic properties of smartingales<br>9.4 Inequalities and convergence<br>9.5 Applications<br>Bibliographical Note<br><br>Supplement: Measure and Integral<br>1 Construction of measure<br>2 Characterization of extensions<br>3 Measures in R<br>4 Integral<br>5 Applications<br>General Bibliography