Real Analysis and Probability
1st Edition
Published on 1. February 2018
450 pages
978-1-351-08464-2 (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
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
File size
26,37 MB
ISBN-13
978-1-351-08464-2 (9781351084642)
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
R. M. Dudley
Real Analysis and Probability
Book
12/2017
1st Edition
Taylor & Francis
€321.88
Shipment within 15-20 days
Content
1. Foundations; Set Theory 2. General Topology 3. Measures 4. Integration 5. Lp Spaces; Introduction to Functional Analysis 6. Convex Sets and Duality of Normed Spaces 7. Measure, Topology, and Differentiation 8. Introduction to Probability Theory 9. Convergence of Laws and Central Limit Theorems 10. Conditional Expectations and Martingales 11. Convergence of Laws on Separable Metric Spaces 12. Stochastic Processes 13. Measurability: Borel Isomorphism and Analytic Sets
