Measure and Probability / Edition 1

by Siva Athreya, V. S. Sunder

Overview

This book covers the fundamentals of measure theory and probability theory. It begins with the construction of Lebesgue measure via Caratheodory’s outer measure approach and goes on to discuss integration and standard convergence theorems and contains an entire chapter devoted to complex measures, Lp spaces, Radon–Nikodym theorem, and the Riesz representation theorem. It presents the elements of probability theory, the law of large numbers, and central limit theorem. The book then discusses discrete time Markov chains, stationary distributions and limit theorems. The appendix covers many basic topics such as metric spaces, topological spaces and the Stone–Weierstrass theorem.

Product Details

ISBN-13:	9781138114180
Publisher:	Taylor & Francis
Publication date:	02/07/2019
Pages:	232
Product dimensions:	6.50(w) x 9.69(h) x (d)

About the Author

Siva Athreya

Table of Contents

Probabilities and Measures. Integration. Random Variables. Probability Measures on Product Spaces. Characteristics and Convergences. Markov Chains. Some Analysis. Appendix. Tables. References. Index.

What People are Saying About This

From the Publisher

This textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics … The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics … This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well.

—Yimin Xiao, Mathematical Reviews, 2010

Editorial Reviews

This textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics … The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics … This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well.

—Yimin Xiao, Mathematical Reviews, 2010

This textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics … The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics … This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well.

—Yimin Xiao, Mathematical Reviews, 2010

… The book is neatly written and can be recommended as an introduction to all students who intend to start courses on advanced modern probability.

—EMS Newsletter, September 2009

From the Publisher