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Probability and Measure

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ISBN-10: 1118122372

ISBN-13: 9781118122372

Edition: 4th 2012

Authors: Patrick Billingsley

List price: $130.95
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Description:

Now re-issued in a new style and format, but with the same reliable content of the Third Edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure so that probability problems generate an interest in measure theory and measure theory is, then, developed and applied to probability. Probability and Measure provides a thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic…    
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Book details

List price: $130.95
Edition: 4th
Copyright year: 2012
Publisher: John Wiley & Sons, Limited
Publication date: 3/9/2012
Binding: Hardcover
Pages: 656
Size: 7.00" wide x 10.10" long x 1.80" tall
Weight: 3.256
Language: English

Foreword
Preface
Patrick Billingsley 1925�2011
Probability
Borel�s Normal Number Theorem
Probability Measures
Existence and Extension
Measure
General Measures
Outer Measure
Measures in Euclidean Space
Measurable Functions and Mappings
Distribution Functions
Integration
The Integral
Properties of the Integral
The Integral with Respect to Lebesgue Measure
Product Measure and Fubini�s Theorem
Random Variables and Expected Values
Convergence of Distributions
Derivatives and Conditional Probability
Stochastic Processes