Probability and Measure Theory by Robert B. Ash

Probability and Measure Theory

byRobert B. Ash, Catherine A. Doleans-dadeEditorRobert B. Ash

Hardcover | September 13, 1999

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Probability and Measure Theory, Second Edition,is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

  • Clear, readable style
  • Solutions to many problems presented in text
  • Solutions manual for instructors
  • Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
  • No knowledge of general topology required, just basic analysis and metric spaces
  • Efficient organization

About The Author

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books includeInformation Theory,Topics in Stochastic Processes,The Calculus Tutoring Book,Introduction to Discrete Mathematics, andA Primer of Mathematics.
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Details & Specs

Title:Probability and Measure TheoryFormat:HardcoverDimensions:516 pages, 9 × 6 × 0.98 inPublished:September 13, 1999Publisher:Academic PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0120652021

ISBN - 13:9780120652020

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Extra Content

Table of Contents

Summary of Notation
Fundamentals of Measure and Integration Theory
Further Results in Measure and Integration Theory
Introduction to Functional Analysis
Basic Concepts of Probability
Conditional Probability and Expectation
Strong Laws of Large Numbers and Martingale Theory
The Central Limit Theorem
Ergodic Theory
Brownian Motion and Stochastic Integrals

Editorial Reviews

Published ReviewsAs reviewed at http://www.contingencyanalysis.com "There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!"