Textbooks
• 概率导论(第2版·修订版)(Introduction to Probability),
伯特瑟卡斯 (Dimitri Bertsekas) ⻬⻬克利斯 (John Tsitsiklis) 著,
郑忠国,童⾏伟译,⼈⺠邮电出版社(2022)
• Probability and Random Processes, 4th edition.
Geoffrey Grimmett, David Stirzaker.
Oxford University Press (2020).
• Probability and Computing: Randomization and Probabilistic
Techniques in Algorithms and Data Analysis, 2nd edition.
Michael Mitzenmacher, Eli Upfal.
Cambridge University Press (2017)
References and Readings
• An Introduction to Probability Theory and Its Applications,
Vol. 1, 3rd Ed. William Feller. Wiley (1968). 《概率论及其应⽤》
• Probability Theory: The Logic of Science. E. T. Jaynes.
Cambridge University Press (2003). 《概率论沉思录》
• Probability and Statistics (Classic Version), 4th Edition.
Morris DeGroot, Mark Schervish. Pearson (2018). 《概率统计》
Syllabus
• 经典概率论:
理解原理
• 概率空间、随机变量及其数字特征、多维及连续随机变量、极限定理
• 概率与计算:
求解问题
• 概率法 (the probabilistic method)、测度集中 (concentration of measure)、
离散随机过程
• 数理统计:
掌握语⾔
• 经典与⻉叶斯统计的概念和语⾔(参数估计、假设检验、回归分析……)