概率论教程
A Course in Probability Theory
Kai Lai Chung · 初版 1968 年
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7位读者提及
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自 Academic Press 出版以来，已有成千上万的学生使用这本经典教材修读概率论课程。Chung 的《A Course in Probability Theory》现已出至第三版，畅销历经近 35 年。本书最初源自 Chung 博士在 Stanford University 开设的课程，至今仍是教师和学生的得力工具。第三版首次补充了关于 Measure and Integral 的内容。该材料多年来一直用于补充 Chung 博士的课程。它将帮助此前未曾接
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……推荐：Leo Breiman，《Probability》，ISBN 0-89871-296-3，SIAM，费城。M. Loève，《Probability Theory, I and II, 4th Edition》，Springer-Verlag，纽约。钟开莱，《A Course in Probability Theory, Second Edition》，ISBN 0-12-174650-X，Academic Press，纽约。Jacques Neveu，《Mathematical Foundations of the Calculus of Probability》，Holden-Day，旧金山。Neveu 的书很精炼，……
…recommend: Leo Breiman, {\it Probability,\/} ISBN 0-89871-296-3, SIAM, Philadelphia.\ \ M.\ Lo\`eve, {\it Probability Theory, I and II, 4th Edition,\/} Springer-Verlag, New York.\ \ Kai Lai Chung, {\it A Course in Probability Theory, Second Edition,\/} ISBN 0-12-174650-X, Academic Press, New York.\ \ Jacques Neveu, {\it Mathematical Foundations of the Calculus of Probability,\/} Holden-Day, San Francisco.\ \ Neveu is succinct,…
……关于进阶版条件作用（conditioning，即贝叶斯），并由此深入到随机过程、马尔可夫过程和鞅（成果非常惊艳）。书籍包括 L. Breiman 的《Probability》，钟开莱的《A Course in Probability Theory》，J. Neveu 的《Mathematical Foundations of the Calculus of Probability》。还有更多。我没记错的话（IIRC），Breiman 和 Neveu 都是 M. Loeve 在伯克利带的学生——当然，也可以看 Loeve 的那本《Probability in……
…for the grown up version of conditioning (i.e., Bayesian) and, from there, in stochastic processes, Markov processes and martingales (astounding results). Books include L. Breiman, Probability, K. Chung, A Course in Probability Theory, J. Neveu, Mathematical Foundations of the Calculus of Probability. And there are more. IIRC Breiman and Neveu were both students of M. Loeve at Berkeley -- sure, can also get Loeve's Probability in…
……和 Category: A Survey of the Analogies between Topological and Measure Spaces；Walter Rudin，《Real and Complex Analysis》；Walter Rudin，《Functional Analysis》；Leo Breiman，《Probability》；钟开莱，《A Course in Probability Theory, Second Edition》；Jacques Neveu，《Mathematical Foundations of the Calculus of Probability》；Erhan Cinlar，《Introduction to Stochastic Processes》；J. L. Doob，《Stochastic Processes》；I. I. Gihman 与 A. V. Skorohod，……
…and Category: A Survey of the Analogies between Topological and Measure Spaces Walter Rudin, Real and Complex Analysis Walter Rudin, Functional Analysis Leo Breiman, Probability Kai Lai Chung, A Course in Probability Theory, Second Edition Jacques Neveu, Mathematical Foundations of the Calculus of Probability Erhan Cinlar, Introduction to Stochastic Processes J. L. Doob, Stochastic Processes I. I. Gihman and A. V. Skorohod,…
……《Probability》，SIAM。这些讲义来自斯坦福。但斯坦福长期以来一直有人（比如钟开莱）能把这些基础知识讲得极其清晰、扎实且精雕细琢，例如钟开莱的《A Course in Probability Theory, Second Edition》，ISBN 0-12-174650-X，Academic Press，纽约，1974年。钟开莱和 R. J. Williams 合著的《Introduction to Stochastic Integration, Second Edition》，ISBN 0-8176-3386-3，Birkhaüser，波士顿，1990年。……
…Probability, SIAM. These notes are from Stanford. But there have long been people at Stanford, e.g., K. Chung, who have these basics in very clear, solid, and polished terms, e.g., Kai Lai Chung, A Course in Probability Theory, Second Edition, ISBN 0-12-174650-X, Academic Press, New York, 1974. K. L. Chung and R. J. Williams, Introduction to Stochastic Integration, Second Edition, ISBN 0-8176-3386-3, Birkhaüser, Boston, 1990.…
……更为“实用”且“平易近人”；Neveu 的书则是优雅与精炼的典范，但读起来并不轻松。对大致相同内容的其他优秀讲解还包括：钟开莱，《A Course in Probability Theory, Second Edition》，ISBN 0-12-174650-X，Academic Press，纽约，1974年。以及周元燊和 Henry Teicher 合著的《Probability Theory: Independence, Interchangeability, Martingales》，ISBN 0-387-90331-3，……
…the more 'practical' and 'accessible'; Neveu is a crown jewel of elegance and succinctness but not always easy to read. Other good 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,…
……在这些概率论书籍中，我认为最好、最适合作为第一本入门的是 L. Breiman 的《Probability》。那是他在跑去搞咨询、后来回归搞出 CART 和随机森林（random forests）之前写的。下一本是钟开莱的《A Course in Probability Theory》。再下一本是 J. Neveu 的《Mathematical Foundations of the Calculus of Probability》。然后是 Loeve 的《Probability Theory》。Loeve 的书篇幅极大——基本上只拿来做参考查阅或随手翻翻。比如，里面讲到了充分统计量和……
…Then of the probability books, I believe that the nicest, first book is L. Breiman, Probability. He wrote that before he went consulting and came back and did CART and random forests. Next, K. Chung, A Course in Probability Theory. Next, J. Neveu, Mathematical Foundations of the Calculus of Probability. Then, Loeve, Probability Theory. Loeve is huge -- mostly just use it for reference or browse. E.g., it has sufficient statistics and…