9781439801260

Measure and Probability

  • ISBN 13:

    9781439801260

  • ISBN 10:

    1439801266

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 02/11/2009
  • Publisher: CRC Press

Note: Not guaranteed to come with supplemental materials (access cards, study guides, lab manuals, CDs, etc.)

Extend Your Rental at Any Time

Need to keep your rental past your due date? At any time before your due date you can extend or purchase your rental through your account.

Sorry, this item is currently unavailable.

Summary

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, RadonNikodym 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 StoneWeierstrass theorem.

Write a Review