Probability and Measure / Edition 3

Probability and Measure / Edition 3

by Patrick Billingsley
     
 

ISBN-10: 0471007102

ISBN-13: 9780471007104

Pub. Date: 05/28/1995

Publisher: Wiley

PROBABILITY AND MEASURE

Third Edition

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an

Overview

PROBABILITY AND MEASURE

Third Edition

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.

Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

Product Details

ISBN-13:
9780471007104
Publisher:
Wiley
Publication date:
05/28/1995
Series:
Wiley Series in Probability and Statistics Series, #245
Edition description:
REV
Pages:
608
Product dimensions:
6.48(w) x 9.41(h) x 1.37(d)

Table of Contents

Probability.

Measure.

Integration.

Random Variables and Expected Values.

Convergence of Distributions.

Derivatives and Conditional Probability.

Stochastic Processes.

Appendix.

Notes on the Problems.

Bibliography.

List of Symbols.

Index.

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