Probability and Measure Theory

• Author(s): Robert B. Ash, Catherine A. Doleans-Dade,
• Publisher: Academic Press
• Pages: 516
• ISBN_10: 0120652021
  ISBN_13: 9780120652020
  
• Language: en
• Categories: Mathematics / Algebra / General , Mathematics / Probability & Statistics / General , Mathematics / Probability & Statistics / Stochastic Processes , Mathematics / Mathematical Analysis ,

Description:... 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