Probability and Measure Theory
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Product details:
- Edition number 2
- Publisher Elsevier Science
- Date of Publication 8 December 1999
- ISBN 9780120652020
- Binding Hardback
- No. of pages528 pages
- Size 228x152 mm
- Weight 990 g
- Language English 10
Categories
Long description:
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.
MoreTable of Contents:
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
