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1.

電子ブック
ＥＢ
1. Initiation aux Probabilités
by Pierre Brémaud
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009
オンライン: http://dx.doi.org/10.1007/978-3-540-68402-2
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2.

電子ブック
ＥＢ
2. Probability Theory and Stochastic Processes. 1st ed. 2020
by Pierre Brémaud
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2020
シリーズ名: Universitext ;
オンライン: https://doi.org/10.1007/978-3-030-40183-2
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目次情報: 続きを見る
Introduction.-Warming Up
Integration Theory for Probability
Probability and Expectation
Convergence of random sequences
Markov Chains
Martingale Sequences
Ergodic Sequences
Generalities on Stochastic Processes
Poisson Processes
Continuous-Time Markov Chains
Renewal Theory in Continuous Time
Brownian Motion
Wide-sense Stationary Stochastic Processes
An Introduction to Itô’s Calculus
Appenndix: Number Theory and Linear Algebra
Analysis
Hilbert Spaces
Z-Transforms
Proof of Paul Lévy’s Criterion
Direct Riemann Integrability
Bibliography
Index
Introduction.-Warming Up
Integration Theory for Probability
Probability and Expectation