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Measure and Probability

By Siva Athreya

Measure and Probability

By Siva Athreya

0 - Default Title
Description
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
Edition:
1
Number of Pages:
232
Release Date:
2009-02-11
Publication Date:
2009-02-11
Publisher:
CRC Press
Languages:
Original: English
ISBN10:
1439801266
ISBN13:
9781439801260
GPSR Manufacturer Reference:
[email protected]
Weight:
517 g
Height:
161 cm
Width:
240 cm
Thickness:
17 cm
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