ENGLISH

Probability and measure theory

By Robert B. Ash , Catherine A. Doléans-Dade

Book information

Publisher
Harcourt/Academic Press
Year
2000
ISBN
0120652021, 9780120652020
Language
english
Format
DJVU
Filesize
3 MB (3170192 bytes)
Edition
2
Pages
541\541
Library
kolxoz
Time added
2009-07-20 03:45:11

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. * 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

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