文档介绍：Leonid B. Koralov Yakov G. Sinai
Theory of Probability
and Random Processes
Second Edition
Leonid B. Koralov
Yakov G. Sinai
Department of Mathematics
Princeton University
Princeton, NJ 08544,USA
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Mathematics Subject Classification (2000): 60xx
Library of Congress Control Number: 2007931050
ISBN: 978-3-540-25484-3 Springer Berlin Heidelberg New York
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Preface
This book is primarily based on a one-year course that has been taught for
a number of years at Princeton University to advanced undergraduate and
graduate students. During the last year a similar course has also been taught
at the University of Maryland.
We would like to express our thanks to Ms. Sophie Lucas and Prof. Rafael
Herrera who read the manuscript and suggested many corrections. We are
particularly grateful