概率 第二版 作者: A. N. 希利亚夫

English | PDF | 1996 | 636 Pages | ISBN : 1475725418 | 38.5 MB

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil­ ity, Statistics, and Stochastic Processors, I, II" and published by that Univer­ sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three­ semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space. In this connection, we stated in the Preface to the first edition that only probability theory and the theory of random processes with discrete time were really adequately presented. Essentially all of the first edition is reproduced in this second edition. Changes and corrections are, as a rule, editorial, taking into account com­ ments made by both Russian and foreign readers of the Russian original and ofthe English and Germantranslations[Sll]. The author is grateful to all of these readers for their attention, advice, and helpful criticisms. In this second English edition, new material also has been added, as follows: in Chapter 111, §5, §§7-12; in Chapter IV, §5; in Chapter VII, §§8-10.

在第一版的前言中，我们提到这本书基于莫斯科隆斯基大学力学与数学系作者的讲座，部分内容以《概率、统计与随机过程I、II》的标题出版，并由该大学发行。撰写本书第一版时，我们的初衷是将内容分为三部分：概率论、数理统计和随机过程理论，这对应于为数学专业的大学学生开设的一门三学期课程的概览。然而，在准备本书的过程中，发现完全实现这一意图变得不可能了，因为需要的空间过大。因此，在第一版前言中，我们指出只有概率论和离散时间随机过程理论真正得到了充分呈现。在第二版中，基本上保留了第一版的内容。改动和修正大多是编辑性的，并考虑了俄罗斯原著以及英文和德文翻译版本读者的评论建议[1]。作者感谢这些读者的关注、建议以及有益的批评。在第二版英语版中，还增加了以下新内容：第三章§5、§7-12；第四章§5；第七章§8-10。

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