Modern and measure-theory based, this text is intended primarily for the first-year graduate course in probability theory. The book focuses attention on examples while developing theory. There is an emphasis on results that can be used to solve problems in the hopes that those who apply probability to work will find this a useful reference.

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is t...(展开全部)

Modern and measure-theory based, this text is intended primarily for the first-year graduate course in probability theory. The book focuses attention on examples while developing theory. There is an emphasis on results that can be used to solve problems in the hopes that those who apply probability to work will find this a useful reference.

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is t...(展开全部)

概率论（第3版），ISBN：9787506283403，作者：（美）杜雷特

概率论（第3版），ISBN：9787506283403，作者：（美）杜雷特

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book. It provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells a number of modern topics not addressed in most text-bo...(展开全部)

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charm...(展开全部)

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charm...(展开全部)

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to peopl...(展开全部)