A01=Siva Athreya
A01=V. S. Sunder
advanced probability theory textbook
Author_Siva Athreya
Author_V. S. Sunder
Category=PBK
Category=PBT
complex measures
convergence theorems
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eq_isMigrated=2
eq_nobargain
Integration
Lebesgue integration
Lp spaces
Markov Chains
Probabilities and Measures
Probability Measures on Product Spaces
Radon-Nikodym theorem
Random Variables
Riesz representation
Product details
- ISBN 9781439801260
- Weight: 590g
- Dimensions: 156 x 234mm
- Publication Date: 11 Feb 2009
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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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.
Indian Academy of Sciences, Bangalore, India Institute of Mathematical Sciences, Chennai, India
