Real Analysis and Probability
Published in March 1989
Book
Hardback
512 pages
978-0-534-10050-6 (ISBN)
Description
Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures. This text is the first at this level to include discussions of the subadditive ergodic theorems, metrics for convergence in laws and the Borel isomorphism theory. The proofs for the theorems are consistently brief and clear and each chapter concludes with a set of historical notes and references. This book should be of interest to students taking degree courses in real analysis and/or probability theory.
More details
Language
English
Place of publication
Dordrecht
Netherlands
Publishing group
Kluwer Academic Publishers Group
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 230 mm
Weight
840 gr
ISBN-13
978-0-534-10050-6 (9780534100506)
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Schweitzer Classification
Content
Foundations: set theory. General topology. Measures. Integration. Lp spaces: introduction to functional analysis. Convex sets and duality of normed spaces. Measure, topology and differentiation. Introduction to probability theory. Convergence of laws and central limit theorems. Conditional expectation and martingales. Convergence of laws on separable metric spaces. Stochastic processes. Measurability: Borel isomorphism and analytic sets. Appendices.