Measure and Probability

ISBN-13: 9781138114180 / Angielski / Miękka / 2019 / 232 str.

Siva Athreya; V. S. Sunder

Opis

Covering the fundamentals of measure theory and probability theory, this title begins with the construction of Lebesgue measure via Caratheodory's outer measure approach and goes on to discuss integration and standard convergence theorems.

Spis treści

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

O autorze

Siva Athreya is a professor at the Indian Academy of Sciences, Bangalore, and V.S. Sunder is a professor at the Institute of Mathematical Sciences, Chennai.