Probability and Measure Theory
- 2nd Edition - December 8, 1999
- Latest edition
- Authors: Robert B. Ash, Catherine A. Doleans-Dade
- Language: English
Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extens… Read more
Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.
- Clear, readable style
- Solutions to many problems presented in text
- Solutions manual for instructors
- Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
- No knowledge of general topology required, just basic analysis and metric spaces
- Efficient organization
Graduate students, faculty, and other professionals in mathematics, statistics, engineering, and economics; also, graduate students and professionals in physics and computer science
Summary of Notation
Fundamentals of Measure and Integration Theory.
Further Results in Measure and Integration Theory.
Introduction to Functional Analysis.
Basic Concepts of Probability.
Conditional Probability and Expectation.
Strong Laws of Large Numbers and Martingale Theory.
The Central Limit Theorem.
Ergodic Theory.
Brownian Motion and Stochastic Integrals.
Fundamentals of Measure and Integration Theory.
Further Results in Measure and Integration Theory.
Introduction to Functional Analysis.
Basic Concepts of Probability.
Conditional Probability and Expectation.
Strong Laws of Large Numbers and Martingale Theory.
The Central Limit Theorem.
Ergodic Theory.
Brownian Motion and Stochastic Integrals.
- Edition: 2
- Latest edition
- Published: December 8, 1999
- Language: English
RA
Robert B. Ash
Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.
Affiliations and expertise
University of Illinois, Urbana-Champaign, U.S.A.CD
Catherine A. Doleans-Dade
Affiliations and expertise
University of Illinois, Urbana-Champaign, U.S.A.