测度论概率使用指南
A user's guide to measure theoretic probability
Pollard, David · 初版 2002 年
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本书不仅是对数学理论的阐述，更是对该理论为何呈现出当今形式的探讨。对于需要运用严谨概率论据并理解其含义的人来说，这将是一个扎实的起点。
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A user's guide to measure theoretic probability
Pollard, David · 初版 2002 年
本书不仅是对数学理论的阐述，更是对该理论为何呈现出当今形式的探讨。对于需要运用严谨概率论据并理解其含义的人来说，这将是一个扎实的起点。
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……中级教材是：6.) Grimmett, G. 和 Stirzaker, D. (2001) 的《Probability and Random Processes》（概率论与随机过程），牛津大学出版社。更高级别的进阶好书有这本：7.) Pollard, D. (2001) 的《A User's Guide to Measure Theoretic Probability》（测度论概率用户指南），剑桥大学出版社。标准的进阶教材是 Durrett, R. (2005) 的《Probability: Theory and Examples》（概率论：理论与实例），Duxbury 出版。机器学习研究也建立在最优化理论之上。一本不错的入门书……
…intermediate text is: 6.) Grimmett, G. and Stirzaker, D. (2001). "Probability and Random Processes" Oxford. At a more advanced level, a very good text is the following: 7.) Pollard, D. (2001). "A User's Guide to Measure Theoretic Probability" Cambridge. The standard advanced textbook is Durrett, R. (2005). "Probability: Theory and Examples" Duxbury. Machine learning research also reposes on optimization theory. A good starting book…
……反正也是同时讲同一个主题。——有两本测度论概率论的书比大多数常见的那些更容易读，分别是 Williams 的《Probability with Martingales》（鞅与概率）和 Pollard 的《A User's Guide to Measure-Theoretic Probability》（测度论概率用户指南）。还有一本很棒的书叫《Probability through Problems》（通过习题学概率），它通过一系列练习题来展开理论。
…the same topic simultaneously, anyway. - Two books on measure-theoretic probability theory that are more readable than many of the usual suspects are "Probability with Martingales" by Williams and "A User's Guide to Measure-Theoretic Probability" by Pollard. There is also a nice book called "Probability through Problems" that develops the theory through a series of exercises.