Real Analysis and Probability

Name: Real Analysis and Probability
Availability: InStock
ISBN: 9780521007542

ISBN-10: 0521007542

ISBN-13: 9780521007542

Edition: 2nd 2002 (Revised)

Authors: R. M. Dudley, B. Bollobas, W. Fulton, A. Katok, F. Kirwan

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Description:

This classic textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations and martingale's convergence. A chapter on stochastic processes introduces Brownian motion and the Brownian…

Book details

List price: $69.99
Edition: 2nd
Copyright year: 2002
Publisher: Cambridge University Press
Publication date: 10/14/2002
Binding: Paperback
Pages: 566
Size: 6.25" wide x 9.00" long x 1.00" tall
Weight: 2.134
Language: English




Foundations: set theory



General topology



Measures



Integration



Lp spaces: introduction to functional analysis



Convex sets and duality of normed spaces



Measure, topology, and differentiation



Introduction to probability theory



Convergence of laws and central limit theorems



Conditional expectations and martingales



Convergence of laws on separable metric spaces



Stochastic processes



Measurability: Borel isomorphism and analytic sets


Appendixes



Axiomatic set theory


B


C


D


E


Indices