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Название: Theory of Probability and Random Processes
Авторы: Leonid B. Koralov, Yakov G. Sinai
Аннотация:
This book is primarily based on a one-year course that has been taught for
a number of years at Princeton University to advanced undergraduate and
graduate students. During the last year a similar course has also been taught
at the University of Maryland.
We would like to express our thanks to Ms. Sophie Lucas and Prof. Rafael
Herrera who read the manuscript and suggested many corrections. We are
particularly grateful to Prof. Boris Gurevich for making many important suggestions on both the mathematical content and style