An Introduction to Measure and Probability / Edition 1 available in Paperback
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.
|Publisher:||Springer New York|
|Edition description:||1st ed. 1997. Corr. 2nd printing 1998|
|Product dimensions:||6.10(w) x 9.25(h) x 0.03(d)|
Table of Contents
1. Probability spaces; 2. Integration; 3. Independence and product measures; 4. Convergence of randon variables and measurable functions; 5. Conditional expectation and an introduction to martingales. 6. Weak convergence and the Central Limit Theorem.