Real Analysis and Probability - Rilegato

Dudley, R.M.

Rilegato

ISBN 10: 0412051613 ISBN 13: 9780412051616

Casa editrice: Chapman and Hall/CRC, 1989

Riassunto

Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures. This text is the first at this level to include discussions of the subadditive ergodic theorems, metrics for convergence in laws and the Borel isomorphism theory. The proofs for the theorems are consistently brief and clear and each chapter concludes with a set of historical notes and references. This book should be of interest to students taking degree courses in real analysis and/or probability theory.

Su questo libro

Contenuti

Foundations: set theory
General topology
Measures
Integration
Lp spaces: Introduction to functional analysis
Convex sets and duality of normed spaces
Measure, topology and differentiation
Introduction to probability theory
Convergence of laws and central limit theorems
Conditional expectation and martingales
Convergence of laws on separable metric spaces
Stochastic processes
Measurability: Borel isomorphism and analytic sets
Appendices

Product Description

Book by Dudley RM

Dettagli dell'edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 1989
• Lingua: Inglese
• ISBN 10: 0412051613
• ISBN 13: 9780412051616
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 448
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile