Introdction to Measure and Probability - Brossura

Kingman, J. F.C.

 
9780521090322: Introdction to Measure and Probability

Sinossi

The authors believe that a proper treatment of probability theory requires an adequate background in the theory of finite measures in general spaces.

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Descrizione del libro

The authors believe that a proper treatment of probability theory requires an adequate background in the theory of finite measures in general spaces. The first part of their book sets out this material in a form which not only provides an introduction for intending specialists in measure theory but also meets the needs of students of probability.

Contenuti

Preface; 1. Theory of sets; 2. Point set topology; 3. Set functions; 4. Construction and propertied of measures; 5. Definitions and properties of the integral; 6. Related spaces and measures; 7. The space of measurable functions; 8. Linear functionals; 9. Structure of measures in special spaces; 10. What is probability?; 11. Random variables; 12. Characteristic functions; 13. Independence; 14. Finite collections of random variables; 15. Stochastic processes.

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