Probability and Measure Theory

2. Auflage Auflage 1999
ISBN: 978-0-12-065202-0
Verlag: Elsevier Science Publishing Co Inc

Buch, Englisch, 528 Seiten, Format (B × H): 159 mm x 235 mm, Gewicht: 947 g

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.

Zielgruppe

Graduate students, faculty, and other professionals in mathematics, statistics, engineering, and economics; graduate students and professionals in physics and computer science.

Autoren/Hrsg.

Ash, Robert B. (University of Illinois

Ash, Robert B.

Doleans-Dade, Catherine A. (University of Illinois

Doleans-Dade, Catherine A.

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Bereichsspezifisches Management Personalwesen, Human Resource Management
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

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

Über Autor(innen)

Ash, Robert B.
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.