目录 Preface to the third edition iii<br/>Preface to the second edition v<br/>Preface to the first edition vii<br/>1 Distribution function <br/>1.1 Monotone functions 1<br/>1.2 Distribution functions 7<br/>1.3 Absolutely continuous and singular distributions 11<br/>2 Measure theory<br/>2.1 Classes of sets 16<br/>2.2 Probability measures and their distribution function 21<br/>3 Random variable, Expectation.Independence<br/>3.1 General definition 34<br/>3.2 Properties of mathematical expectation 41<br/>3.3 Independence 53<br/>4 Convergence concepts<br/>4.1 Various modes of convergence 68<br/>4.2 Almost sure convergence; Borel-Cantelli lemma 75<br/>4.3 Vague convergence 84<br/>4.4 Continuation 91<br/>4.5 Uniform untegrability; convergence of moments 99<br/>5 Law of large numbers, Randrom series<br/>5.1 Simple limit theorems 106<br/>5.2 Weak low of large nymbers 112<br/>5.3 Convergence of serices 121<br/>5.4 Strong law of large numbers 129<br/>5.5 Applications 138<br/>Bibliographical Note 148<br/>6 Characteristic function<br/>6.1 General properties; convolutions 150<br/>6.2 Uniqueness and inversion 160<br/>6.3 Convergence theorems 169<br/>6.4 Simple applications 175<br/>6.5 Representation theorems 187<br/>6.6 Multidimentstional case; Laplace transforms 196<br/>Bibliographical Note 204<br/>7 Central limit theorem and its ramifications<br/>7.1 Liapounov's theorem 205<br/>7.2 Lindeberg-Feller theorem 214<br/>7.3 Ramifications of the central limit theorem 224<br/>7.4 Error estimation 235<br/>7.5 Law of the iterated logarithm 242<br/>7.6 Infinite divistibility 250<br/>Bibliographical Note 261<br/>8 Random walk<br/>8.1 Zero-or-one laws 263<br/>8.2 Basic notions 270<br/>8.3 Recurrence 278<br/>8.4 Fine structure 288<br/>8.5 Continuation 298<br/>Bibliographical Note 308<br/>9 Conditioning.Markov property. Martingale<br/>9.1 Basic properties of conditional expectation 310<br/>9.2 Conditional independence; Markov propery 322<br/>9.3 Basci properties of smartingales 334<br/>9.4 Inequalities and convergence 346<br/>9.5 Applications 360<br/>Bibliographical Note 373<br/>Supplement: Measure and Integral<br/>1 Construvtion of measure 375<br/>2 Characterization of extensions 380<br/>3 Measures in R 387<br/>4 Integral 395<br/>5 Applications 407<br/>General Bibliography 413<br/>Index 415
以下为对购买帮助不大的评价