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國立臺灣大學數學系圖書室

Elementary Probability Theory with Stochastic Processes

Elementary Probability Theory with Stochastic Processes

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Kai Lai Chung (鍾開萊) Elementary Probability Theory with Stochastic Processes
- 約在1970左右，這本書是十多年前各大學常用的課本，難度比 Ross 略高。老師解釋說，不可否認，當今大學生的素質日漸低落。於是作者們才必須寫些較簡單的課本來配合同學的程度。所以不妨參考這本老教科書，看看是否能提升自己的程度。[謝南瑞老師]
- 機率行家所著，專為初學機率論的人而寫，內容精簡扼要，習題部分不多也不少，算是合理的範圍，每一章大約三十題。[蔡聰明老師]
- This is intended to be a very elementary introduction (a good deal of it does not even presuppose calculus) but, by careful organization, the author has succeeded in covering a wide range of topics, giving a real insight into the subject and preparing the reader for more advanced books, such as his own A course in probability theory\/ [second edition, Academic Press, New York, 1974; MR0346858].
  Chapter headings: Set (pp. 1–17); Probability (pp. 18–42); Counting (pp. 43–70); Random variables (pp. 71–110); Conditioning and independence (pp. 111–155); Mean, variance and transformation (pp. 156–191); Poisson and normal distributions (pp. 192–239); From random walks to Markov chains (pp. 240–305).
  Each chapter is provided with interesting problems, with solutions. [form MathSciNet]