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[书籍] 概率论和随机过程(第2版)
作者: [美] 凯罗勒夫
出版社: 世界图书出版公司
简介: This book is primarily based on a one-year course that has been taught for a number of years at Princeton University to advanced undergraduate and graduate students. During the last year a similar course has also been taught at the University of Maryland. We would like to express our thanks to Ms. Sophie Lucas and Prof. Rafael Herrera who read the manuscript and suggested many corrections. We are particularly grateful to Prof. Boris Gurevich for making many important sug-gestions on both the mathematical content and style. While writing this book, L. Koralov was supported by a National Sci-ence Foundation grant (DMS-0405152). Y. Sinai was supported by a National Science Foundation grant (DMS-0600996).
  
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