概率论：独立性、可交换性与鞅

Hacker News 上怎么说

• NY_Entrepreneur · 2011 年

  …关于基本相同内容的教材还包括：钟开莱（Kai Lai Chung）的《A Course in Probability Theory, Second Edition》（概率论教程第二版），ISBN 0-12-174650-X，Academic Press，纽约，1974年；以及周元燊（Yuan Shih Chow）和 Henry Teicher 的《Probability Theory: Independence, Interchangeability, Martingales》（概率论：独立性、可交换性、鞅），ISBN 0-387-90331-3，Springer-Verlag，纽约，1978年。总的来说，这几本书把“概率”的方方面面都给吃透凿实了，让它成为应用数学里一块坚如磐石的领域。如果对比如 Breiman…

  …presentations of much the same material include: Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press, New York, 1974. and Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3, Springer-Verlag, New York, 1978. In total, those texts nail down 'probability' at all four corners and make it a rock solid topic in applied math. Good knowledge of, say, Breiman…

• NY_USA_Hacker · 2011 年

  …《Probability Theory, I and II, 4th Edition》，Springer-Verlag。钟开莱，《A Course in Probability Theory, Second Edition》，ISBN 0-12-174650-X，Academic Press。周元燊与 Henry Teicher，《Probability Theory: Independence, Interchangeability, Martingales》，ISBN 0-387-90331-3，Springer-Verlag。本质上这里的做法就是把 P 定义为一个“总质量为 1”的非负实“测度”，正如以下任何一本里所写的那样：Paul R. Halmos 的《Measure Theory》（测度论），D.…

  …'Probability Theory, I and II, 4th Edition', Springer-Verlag. Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press. Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3, Springer-Verlag. Essentially what is going on is that we are defining P as a non-negative real 'measure' with 'total mass 1' as in any of: Paul R. Halmos, 'Measure Theory', D.…

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