Real Analysis and Probability
Format:Hardback
Publisher:Cambridge University Press
Published:14th Oct '02
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This hardback is available in another edition too:
- Paperback£56.99(9780521007542)
This classic text offers a clear exposition of modern probability theory.
This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this edition, and a number of new exercises have been added, together with hints for solution.This classic textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations and martingale's convergence. A chapter on stochastic processes introduces Brownian motion and the Brownian bridge. The edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.
'A marvellous work which will soon become a standard text in the field for both teaching and reference … a complete and pedagogically perfect presentation of both the necessary preparatory material of real analysis and the proofs throughout the text. Some of the topics and proofs are rarely found in other textbooks.' Proceedings of the Edinburgh Mathematical Society
'Careful, scholarly, and stimulating. It would be a pleasure to teach a mathematically-oriented graduate-level course from this text.' Short Book Reviews of the ISI
'[It] will serve for a long time as a standard reference.' Zentralblatt fur und ihre Grenzgebiete
'What makes the book special … is the care and scholarship with which the material is treated, and the choice of additional topics … not usually covered in first year graduate courses.' Mathematical Reviews
'The book serves as a clear, rigorous, and complete introduction to modern probability theory using methods of mathematical analysis, and a description of relations between the two fields … it could be very useful for students interested in learning both topics, it can also serve as complementary reading to standard lectures. Teachers preparing their graduate level courses can use the book as an excellent, rigorously written and complete source.' EMS Newsletter
ISBN: 9780521809726
Dimensions: 237mm x 160mm x 34mm
Weight: 896g
568 pages
2nd Revised edition