Measure and Probability
1st Edition
Published on 11. February 2009
Book
Hardback
232 pages
978-1-4398-0126-0 (ISBN)
Description
This book covers the fundamentals of measure theory and probability theory. It begins with the construction of Lebesgue measure via Caratheodory's outer measure approach and goes on to discuss integration and standard convergence theorems and contains an entire chapter devoted to complex measures, Lp spaces, Radon-Nikodym theorem, and the Riesz representation theorem. It presents the elements of probability theory, the law of large numbers, and central limit theorem. The book then discusses discrete time Markov chains, stationary distributions and limit theorems. The appendix covers many basic topics such as metric spaces, topological spaces and the Stone-Weierstrass theorem.
Reviews / Votes
This textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics ... The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics ... This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well.-Yimin Xiao, Mathematical Reviews, 2010 This textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics ... The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics ... This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well.
-Yimin Xiao, Mathematical Reviews, 2010
... The book is neatly written and can be recommended as an introduction to all students who intend to start courses on advanced modern probability.
-EMS Newsletter, September 2009
More details
Language
English
Place of publication
Bosa Roca
United States
Publishing group
Taylor & Francis Inc
Target group
College/higher education
Statisticians.
Product notice
Paper over boards
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 17 mm
Weight
517 gr
ISBN-13
978-1-4398-0126-0 (9781439801260)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Siva Athreya | V. S. Sunder
Measure and Probability
Book
02/2019
1st Edition
CRC Press
€115.31
Shipment within 10-20 days
Persons
Indian Academy of Sciences, Bangalore, India Institute of Mathematical Sciences, Chennai, India
Content
Probabilities and Measures. Integration. Random Variables. Probability Measures on Product Spaces. Characteristics and Convergences. Markov Chains. Some Analysis. Appendix. Tables. References. Index.