ENGLISH

Measure Theory and Probability Theory

By Krishna B. Athreya , Soumendra N. Lahiri

Book information

Publisher
Springer
Year
2006
ISBN
038732903X, 0387354344, 9780387329031
Language
english
Format
PDF
Filesize
5 MB (4720226 bytes)
Series
Springer Texts in Statistics
Edition
1
Pages
618\624
Library
Springer
Time added
2009-08-06 07:02:15

Description

This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuristic explanations behind the theory to help students see the big picture. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. Prerequisites are kept to the minimal level and the book is intended primarily for first year Ph.D. students in mathematics and statistics.

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