Probability and Measure Theory

von Robert B. Ash Kategorie: Mengenlehre ISBN: 0120652021 Kommentar abgeben

Kurzbeschreibung This is a text for a graduate course in probability that includes essential background topics in analysis. There is extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

Synopsis This is a text for a graduate course in probability that includes essential background topics in analysis. There is extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. Features: * No knowledge of general topology required, just basic analysis and metric spaces * Efficient organization * Chapter 4 begins with the study of probability * Includes problems at the end of each...