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Measure Theory and Probability Theory - 1st ed. Softcover of orig. ed. 2006

By: (Author) Krishna B. Athreya , (Author) Soumendra N. Lahiri

Extended Catalogue

Ksh 14,400.00

Format: Paperback / Softback

ISBN-10: 1441921915

ISBN-13: 9781441921918

Edition: 1st ed. Softcover of orig. ed. 2006

Series: Springer Texts in Statistics

Publisher: Springer-Verlag New York Inc.

Imprint: Springer-Verlag New York Inc.

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Nov 23rd, 2010

Print length: 619 Pages

Weight: 932 grams

Dimensions (height x width x thickness): 15.80 x 23.70 x 4.20 cms

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The traditional approach to a ?rst course in measure theory, such as in Royden (1988), is to teach the Lebesgue measure on the real line, then the p di?erentation theorems of Lebesgue, L -spaces on R, and do general m- sure at the end of the course with one main application to the construction of product measures.

This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuristic explanations behind the theory to help students see the big picture. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. Prerequisites are kept to the minimal level and the book is intended primarily for first year Ph.D. students in mathematics and statistics.


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