概率与测度
Probability and Measure
Patrick Billingsley · 初版 1979 年
3人推荐
5位读者提及
5次提及
全新第三版的 Probability and Measure 为高年级学生、科学家和工程师提供了测度论与概率论的融贯介绍。本书延续了前几版的独特编写手法，将概率论与测度论的内容交织在一起，通过概率问题激发对测度论的兴趣，进而展开测度论并将其应用于概率研究。Probability and Measure 全面覆盖了概率、测度、积分、随机变量与期望值、分布收敛性、导数与条件……
Hacker News 上怎么说
正在加载完整评论……
如果你已经（透彻地）学过了分析，最好的概率论书籍就是 Billingsley 的《Probability & Measure》。更平缓易懂的入门书是 SUMS 系列的《Measure, Probability, and Integral》。 如果你完全不在意测度论，只想搞明白怎么算一枚硬币在前五次投掷中正面朝上的概率，Larsen 和 Marx 写的那本就很不错。
If you already know analysis (well), the best probability book is "Probability & Measure" by Billingsley. A gentler introduction is the SUMS book "Measure, Probability, and Integral." If you don't care about measure theory and just want to learn how to calculate the probability that a coin comes up heads in the first five attempts, the book by Larsen and Marx is pretty good.
无论在家里还是在公司都随时放在手边的书：Rudin 的《Real and Complex Analysis》，Halmos 的《Finite Dimensional Vector Spaces》，Billingsley 的《Probability and Measure》，Kelley 的《General Topology》，Lang 的《Undergraduate Algebra》，Simmons 的《Introduction to Topology and Modern Analysis》，Parthasarathy 的《Probability Measures on Metric Spaces》，Whinston、Green 和 Mas-Colell 的《Microeconomic…
Always within arm's reach at both home and work: Rudin, Real and Complex Analysis Halmos, Finite Dimensional Vector Spaces Billingsley, Probability and Measure Kelley, General Topology Lang, Undergraduate Algebra Simmons, Introduction to Topology and Modern Analysis Parthasarathy, Probability Measures on Metric Spaces Whinston, Green and Mas-Colell, Microeconomic…
……Feller 的《An introduction to Probability Theory and Its Applications》第 1 卷和第 2 卷——第 1 卷在大多数数学本科课程中被奉为“经典”，第 2 卷则是给硕士水平的学生看的。Billingsley 的《Probability and Measure》——想要深入研究高等概率论，你必须掌握测度论，这本书就是专门讲这个的。Karlin + Taylor 的《First (and Second) Course in Stochastic Processes》——如果你有兴趣了解……
…Feller: An introduction to Probability Theory and Its Applications Volumes 1 and 2 - Volume 1 is considered the "classic" in most math undergrad courses, Volume 2 is for masters level students. Billingsley Probability and Measure - For more advanced probability you need to know measure theory, this is a book dedicated to that. Karlin + Taylor - First (and Second) Course in Stochastic Processes - If you are interested in learning…
> 我觉得翻一翻标准的研究生概率论教材，绝对比在这看一长串评论能解释得更明白。你能推荐一本吗？我刚拿到了 Billingsley 的《Probability and Measure》，翻了 600 多页，里面居然连一次“conditional random variable”都没提过。倒是有一大堆“conditional probability”、“conditional distribution”、“conditional expectation”……
> I think picking up a standard graduate probability book will clear this up better than any long comment trail. Can you recommend one? I just picked up Probability and Measure by Billingsley and it does not mention "conditional random variable" a single time in over 600 pages. It does have a lot of "conditional probability", "conditional distribution", "conditional expectation"…
Pat Billingsley 的《Probability and Measure》第三版再版了一个周年纪念版（Anniversary Edition），内容完全一模一样，就是多了好几处排版印刷错误。
Pat Billingsley's Probability and Measure 3e. was reissued in an Anniversary Edition, which is just the same content but with several typographical errors.