Search Images Maps Play YouTube News Gmail Drive More »
My library | Help | Advanced Book Search | Web History | Sign in

Books

Probability and measure theory

Front Cover
5 Reviews
Academic Press, 2000 - Mathematics - 516 pages
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
  

What people are saying - Write a review

We haven't found any reviews in the usual places.

Related books

Contents

Fundamentals of Measure and Integration Theory
1
Further Results in Measure and Integration Theory
60
Introduction to Functional Analysis
127
Basic Concepts of Probability
166
Conditional Probability and Expectation
201
Strong Laws of Large Numbers and Martingale Theory
235
The Central Limit Theorem
290
Ergodic Theory
345
Brownian Motion and Stochastic Integrals
399
Appendi ices
438
Bibliography
454
Index
512
Copyright

Other editions - View all

Common terms and phrases

References to this book

From other books

Levy Process Stochastic Calculus 1e
Introductory Lectures on Fluctuations of Lévy Processes with Applications ...
All Book Search results »

From Google Scholar

Information-Based Relative Consumption Effects
Larry Samuelson - 2004 - Econometrica
A Guide to Stochastic Löwner Evolution and Its Applications
Wouter Kager, Bernard Nienhuis - 2004 - Journal of Statistical Physics
An exploration of alternative approaches to the representation of ...
JC Helton, JD Johnson, WL Oberkampf - 2004 - Reliability Engineering and System Safety
Nearest Neighbors by Neighborhood Counting
Hui Wang - 2006 - IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
All Scholar search results »

About the author (2000)

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.

Bibliographic information