Name: Measure and Probability
Price: 106.16 EUR
Availability: InStock
Author: Athreya, Siva ; Sunder, V. S.
ISBN: 9781138114180

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Type

Physical Book

Author

V. S. Sunder

Siva Athreya

Publisher

CRC Press

Year

2019

Language

English

Pages

232

Format

Paperback

ISBN13

9781138114180

Edition No.

Synopsis "Measure and Probability"

This book covers the fundamentals of measure theory and probability theory. It begins with the construction of Lebesgue measure via Caratheodory's outer measure approach and goes on to discuss integration and standard convergence theorems and contains an entire chapter devoted to complex measures, Lp spaces, Radon-Nikodym theorem, and the Riesz representation theorem. It presents the elements of probability theory, the law of large numbers, and central limit theorem. The book then discusses discrete time Markov chains, stationary distributions and limit theorems. The appendix covers many basic topics such as metric spaces, topological spaces and the Stone-Weierstrass theorem.

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Measure and Probability - Athreya, Siva ; Sunder, V. S.

Synopsis "Measure and Probability"

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