Textbook

Measure and Probability

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This book has been designed primarily for students at the masters and doctoral levels. It 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 (monotone and dominated, as well as Fatou's lemma). An entire chapter is devoted to complex measures, L' spaces, Radon-Nikodym theorem and the Riesz representation theorem. The elements of probability theory (random variables, distributions, independence, product measures spaces) as also the law of large numbers and central limit theorem are presented. Discrete time Markov chains, stationary distributions and limit theorems are then discussed.

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Ketersediaan

0000011027

519.2 ATH m

Library Pusperkim

Tersedia

Informasi Detail

Judul Seri

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No. Panggil

519.2 ATH m

Penerbit

India : Universities Press., 2008

Deskripsi Fisik

x, 221 hal.; 16,4 x 24,6 cm.; indeks.

Bahasa

Inggris

ISBN/ISSN

978-1-4398-0126-0

Klasifikasi

519.2

Tipe Isi

text

Tipe Media

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Tipe Pembawa

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Edisi

Ed. 1, Cet. 1

Subjek

Mathematics
Measure

Info Detail Spesifik

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Pernyataan Tanggungjawab

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Versi lain/terkait

Lampiran Berkas

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