Springer 2011 概率论与随机过程（英文版-Erhan Cinlar）6—10.pdf.pdf

Graduate Texts in Mathematics 261 Editorial Board S. Axler . Ribet For other titles in this series, go to ies/136 Erhan C ??nlar Probability and Stochastics ABC Erhan C ??nlar Princeton University 328 Sherrerd HallPrinceton, NJ 08544 ******@ Editorial Board: S. AxlerSan Francisco State University Mathematics Department San Francisco, CA94132 USA ******@ K. A. RibetUniversity of California at Berkeley Mathematics Department Berkeley, CA 94720USA ******@ ISSN0072-5285 ISBN978-0-387-87858-4 e-ISBN978-0-387-87859-1 DOI -0-387-87859-1 Springer New York Dordrecht Heidelberg London Library of Congress Control Number: 2011921929 Mathematics Subject Classi?cation (2010): 60 c ! Springer Science+Business Media, LLC 2011 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Bu siness Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connec tion with reviews or scholarly analysis. Use in connection with any formof information storage and retri eval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identi?ed as such, is not to be taken as an expre ssion of opinion as to whether or not they are subject to proprietary rights. Printed on acid-free paper Springer is part of Springe rScience+BusinessMedia( ) Preface This is an introduction to the modern theory of probability and stochas- tic processes. The aim is to enable the student to have access to the many excellent research monographs in the literature. It might be regarded as an updated version of the textbooks by Breiman, Chung, and Neveu, just to name three. The book is based on the lecture notes for a two-semester course which I have o ?ered for many yea