A User's Guide to Measure Theoretic Probability / Edition 1

Paperback (Print)
Buy New
Buy New from BN.com
Used and New from Other Sellers
Used and New from Other Sellers
from $45.00
Usually ships in 1-2 business days
(Save 18%)
Other sellers (Paperback)
  • All (12) from $45.00   
  • New (6) from $51.38   
  • Used (6) from $45.00   


This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independendence, conditioning, martingales , convergence in distribution, and Fourier transforms. In addition the re are numerous sections treating topics traditionally thought of as m ore advanced, such as coupling and the KMT strong approximation, optio n pricing via the equivalent martingale measure, and the isoperimetric inequality for Gaussian processes. The book is not just a presentatio n of mathematical theory, but is also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguments and understand wh at they mean.

Read More Show Less

Editorial Reviews

From the Publisher
"Unlike technical books of a previous generation, here we have an author admitting that a reader might find the subject difficult and even offering a window on the pedagogical considerations by which he shapes his exposition. Pollard does not just explain and clarify abstractions; he really sells them to a presumably skeptical reader. Thus he bridges a gap in the literature, between elementary probability texts and advanced works that presume a secure prior knowledge of measure theory...The nice layout and occasional useful diagram further amplify the friendliness of this book." Choice

"The book ... can be recommended as an excellent source in measuring theoretic probability theory as well as a handbook for everybody who studies stochastic processes in the real world." Mathematical Reviews

Read More Show Less

Product Details

Table of Contents

Ch. 1 Motivation
Ch. 2 A modicum of measure theory
Ch. 3 Densities and derivatives
Ch. 4 Product spaces and independence
Ch. 5 Conditioning
Ch. 6 Martingale et al.
Ch. 7 Convergence in distribution
Ch. 8 Fourier transforms
Ch. 9 Brownian motion
Ch. 10 Representations and couplings
Ch. 11 Exponential tails and the law of the iterated logarithm
Ch. 12 Multivariate normal distributions
App. A Measures and integrals
App. B Hilbert spaces
App. C Convexity
App. D Binomial and normal distributions
App. E Martingales in continuous time
App. F Disintegration of measures
Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star


4 Star


3 Star


2 Star


1 Star


Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation


  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)