包邮概率论和随机过程-第2版

part ⅰ probability theory
1 random variables and their distributions
1.1 spaces of elementary outcomes， a-algebras， and measures
1.2 expectation and variance of random variables on a discrete probability space
1.3 probability of a union of events
1.4 equivalent formulations of a-additivity， borel a-algebras and measurability
1.5 distribution functions and densities
1.6 problems
2 sequences of independent trials
2.1 law of large numbers and applications
2.2 de moivre-laplace limit theorem and applications
2.3 poisson limit theorem.
2.4 problems
3 lebesgue integral and mathematical expectation
3.1 definition of the lebesgue integral