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Probability and Measure Theory cover
  • ISBN: 9780120652020
  • ISBN10: 0120652021

Probability and Measure Theory

by Robert B. Ash

  • List Price: $129.00
  • Binding: Hardcover
  • Edition: 2
  • Publisher: Academic Pr
  • Publish date: 12/01/1999
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Description
Probability and Measure Theory, 2E is the ideal 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. Professors and students will benefit from the summary of undergraduate probability from a measure-theoretic point of view. This overview of probability is introduced in Chapter 4. Chapter 5 is concerned with the general concept of conditional probability and expectation. Chapter 6 deals with martingale theory, and Chapter 7 considers the central limit problem, emphasizing the fundamental role of Prokhorov's weak compactness theorem. Whereas, chapters 8 and 9 contain new topics in ergodic theory and Brownian motion. The authors, Robert B. Ash and Catherine Doleans-Dade, have written a rigorous and lucid overview of probability and measure theory for students and practitioners.
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