# An Introduction to Measure and Probability

## Taylor, J. C.

Valutazione media 1
( su 1 valutazioni fornite da GoodReads )

Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti:

I. Probability Spaces.- 1. Introduction to ?.- 2. What is a probability space? Motivation.- 3. Definition of a probability space.- 4. Construction of a probability from a distribution function.- 5. Additional exercises*.- II. Integration.- 1. Integration on a probability space.- 2. Lebesgue measure on ? and Lebesgue integration.- 3. The Riemann integral and the Lebesgue integral.- 4. Probability density functions.- 5. Infinite series again.- 6. Differentiation under the integral sign.- 7. Signed measures and the Radon-Nikodym theorem*.- 8. Signed measures on ? and functions of bounded variation*.- 9. Additional exercises*.- III. Independence and Product Measures.- 1. Random vectors and Borel sets in ?n.- 2. Independence.- 3. Product measures.- 4. Infinite products.- 5. Some remarks on Markov chains*.- 6. Additional exercises*.- IV. Convergence of Random Variables and Measurable Functions.- 1. Norms for random variables and measurable functions.- 2. Continuous functions and Lp*.- 3. Pointwise convergence and convergence in measure or probability.- 4. Kolmogorov’s inequality and the strong law of large numbers.- 5. Uniform integrability and truncation*.- 6. Differentiation: the Hardy—Littlewood maximal function*.- 7. Additional exercises*.- V. Conditional Expectation and an Introduction to Martingales.- 1. Conditional expectation and Hilbert space.- 2. Conditional expectation.- 3. Sufficient statistics*.- 4. Martingales.- 5. An introduction to martingale convergence.- 6. The three-series theorem and the Doob decomposition.- 7. The martingale convergence theorem.- VI. An Introduction to Weak Convergence.- 1. Motivation: empirical distributions.- 2. Weak convergence of probabilities: equivalent formulations.- 3. Weak convergence of random variables.- 4. Empirical distributions again: the Glivenko—Cantelli theorem.- 5. The characteristic function.- 6. Uniqueness and inversion of the characteristic function.- 7. The central limit theorem.- 8. Additional exercises*.- 9. Appendix*.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Compra nuovo Guarda l'articolo
EUR 56,17

Spese di spedizione: EUR 3,55
Da: Regno Unito a: U.S.A.

Destinazione, tempi e costi

Aggiungere al carrello

## 1.An Introduction to Measure and Probability

Editore: Springer 1998-08 (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Quantità: 5
Print on Demand
Da
Chiron Media
(Wallingford, Regno Unito)
Valutazione libreria

Descrizione libro Springer 1998-08, 1998. Condizione libro: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Codice libro della libreria NU-LSI-06908638

Compra nuovo
EUR 56,17
Convertire valuta
Spese di spedizione: EUR 3,55
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 2.An Introduction to Measure and Probability (Paperback)

Editore: Springer-Verlag New York Inc., United States (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Paperback Quantità: 10
Print on Demand
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., United States, 1998. Paperback. Condizione libro: New. 1st ed. 1997. Corr. 2nd printing 1998. 230 x 154 mm. Language: English . Brand New Book ***** Print on Demand *****. Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces. Codice libro della libreria AAV9780387948300

Compra nuovo
EUR 67,41
Convertire valuta
Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 3.An Introduction to Measure and Probability (Paperback)

Editore: Springer-Verlag New York Inc., United States (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Paperback Quantità: 10
Print on Demand
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., United States, 1998. Paperback. Condizione libro: New. 1st ed. 1997. Corr. 2nd printing 1998. 230 x 154 mm. Language: English . Brand New Book ***** Print on Demand *****.Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces. Codice libro della libreria AAV9780387948300

Compra nuovo
EUR 67,73
Convertire valuta
Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 4.An Introduction to Measure and Probability

Editore: Springer-Verlag New York Inc. (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Quantità: > 20
Print on Demand
Da
PBShop
(Wood Dale, IL, U.S.A.)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., 1998. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IQ-9780387948300

Compra nuovo
EUR 65,05
Convertire valuta
Spese di spedizione: EUR 3,66
In U.S.A.
Destinazione, tempi e costi

## 5.An Introduction to Measure and Probability (Textbooks in Mathematical Sciences)

Editore: Springer (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Brossura Quantità: 15
Print on Demand
Da
Valutazione libreria

Descrizione libro Springer, 1998. Condizione libro: New. This item is printed on demand for shipment within 3 working days. Codice libro della libreria LP9780387948300

Compra nuovo
EUR 64,16
Convertire valuta
Spese di spedizione: EUR 5,55
Da: Germania a: U.S.A.
Destinazione, tempi e costi

## 6.An Introduction to Measure and Probability

Editore: Springer-Verlag New York Inc. (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Quantità: > 20
Print on Demand
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria

Descrizione libro Springer-Verlag New York Inc., 1998. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780387948300

Compra nuovo
EUR 59,99
Convertire valuta
Spese di spedizione: EUR 10,69
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 7.An Introduction to Measure and Probability

Editore: Springer (1996)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Paperback Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria

Descrizione libro Springer, 1996. Paperback. Condizione libro: NEW. 9780387948300 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0411225

Compra nuovo
EUR 62,42
Convertire valuta
Spese di spedizione: EUR 9,51
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 8.An Introduction to Measure and Probability

Editore: Springer (2016)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria

Descrizione libro Springer, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780387948300_lsuk

Compra nuovo
EUR 69,90
Convertire valuta
Spese di spedizione: EUR 4,15
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

## 9.An Introduction to Measure and Probability (Textbooks in Mathematical Sciences)

Editore: Springer (1998)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Paperback Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria

Descrizione libro Springer, 1998. Paperback. Condizione libro: New. book. Codice libro della libreria 0387948309

Compra nuovo
EUR 78,91
Convertire valuta
Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

## 10.An Introduction to Measure and Probability (Textbooks in Mathematical Sciences)

Editore: Springer (2017)
ISBN 10: 0387948309 ISBN 13: 9780387948300
Nuovi Paperback Quantità: 20
Print on Demand
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria

Descrizione libro Springer, 2017. Paperback. Condizione libro: New. This item is printed on demand. Codice libro della libreria 0387948309

Compra nuovo
EUR 80,62
Convertire valuta
Spese di spedizione: EUR 2,74
In U.S.A.
Destinazione, tempi e costi