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OverviewThis 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. Full Product DetailsAuthor: Siva Athreya (Universities Press, India) , V. S. Sunder (Universities Press, India)Publisher: Taylor & Francis Inc Imprint: CRC Press Inc Weight: 0.589kg ISBN: 9781439801260ISBN 10: 1439801266 Pages: 232 Publication Date: 11 February 2009 Audience: College/higher education , General/trade , Tertiary & Higher Education , General Format: Hardback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviewsThis textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics ! The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics ! This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well. --Yimin Xiao, Mathematical Reviews, 2010 This textbook is suitable for a one-semester course on measure theory and probability for beginning graduate students in mathematics, probability and statistics. It can also be used as a textbook for advanced undergraduate students in mathematics ! The topics are well selected to meet the needs of students who are interested in graduate studies in areas related to analysis, probability, stochastic processes and statistics ! This makes the book student-friendly. A motivated student can use it by him- or herself to learn the topics well. --Yimin Xiao, Mathematical Reviews, 2010 Author InformationIndian Academy of Sciences, Bangalore, India Institute of Mathematical Sciences, Chennai, India Tab Content 6Author Website:Countries AvailableAll regions |
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