An Introduction to Measure and Probability: INTRO TO MEASURE & PROBABILITY

Paperback | July 31, 1998

byJohn Taylor

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Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

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Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and st...

Format:PaperbackDimensions:341 pages, 9.25 × 6.1 × 0.07 inPublished:July 31, 1998Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387948309

ISBN - 13:9780387948300

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Table of Contents

1. Probability spaces; 2. Integration; 3. Independence and product measures; 4. Convergence of randon variables and measurable functions; 5. Conditional expectation and an introduction to martingales. 6. Weak convergence and the Central Limit Theorem.