Probability: The Classical Limit Theorems

ISBN: 9781107628274 出版年：2014 页码：488 McKean Cambridge University Press

Preface 1. Preliminaries 2. Bernoulli trials 3. The standard random walk 4. The standard random walk in higher dimensions 5. LLN, CLT, iterated log, and arcsine in general 6. Brownian motion 7. Markov chains 8. The ergodic theorem 9. Communication over a noisy channel 10. Equilibrium statistical mechanics 11. Statistical mechanics out of equilibrium 12. Random matrices Bibliography Index.