機率論 Probability Theory
這是 2025/2026 學年度台大機率論課程網頁。
This is the webpage for the lecture of Probability Theory at NTU during the academic year 2025/2026.
參考資料 References
- R. Durrett (2019). Probability: Theory and Examples (5th), Chapters 1-6.
- J.-F. Le Gall (2006). Intégration, Probabilités et Processus Aléatoires, Chapitres 8-14.
- P. Billingsley (1995). Probability and Measure (3rd).
- J.-F. Le Gall (2016). Brownian Motion, Martingales, and Stochastic Calculus, Chapters 1-2.
- P. Billingsley (1999). Convergence of Probability Measures (2nd), Chapter 3.
2025 學年度上學期（2025/09 - 2026/01）
First term of the academic year 2025/2026 (September 2025 - January 2026)
上課筆記（暫時版本） Lecture notes (draft version)
第零章：離散機率回顧
Chapter0: Reminders on Discrete Probability
(2025/09/02)
第一章：測度論中的重要概念
Chapter1: Important Notions in Measure Theory
(2025/09/02)
習題 Exercise sheets
第一章：測度論中的重要概念
Chapter1: Important Notions in Measure Theory
(2025/09/02)