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The Resource Measure & probability, S.R. Athreya, V.S. Sunder

Measure & probability, S.R. Athreya, V.S. Sunder

Label
Measure & probability
Title
Measure & probability
Statement of responsibility
S.R. Athreya, V.S. Sunder
Creator
Contributor
Subject
Language
eng
Summary
"This book has been designed primarily for students at the masters and doctoral levels. It 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 (monotone and dominated, as well as Fatou's lemma). An entire chapter is devoted to complex measures, L P spaces, Radon-Nikodym theorem and the Riesz representation theorem. The elements of probability theory (random variables, distributions, independence, product measures spaces) as also the law of large numbers and central limit theorem are presented. Discrete time Markov chains, stationary distributions and limit theorems are then discussed." "Among the highlights are alternative proofs of Riesz representation theorem and the law of large numbers. Finally, the appendix treats many basic topics such as metric spaces, topological spaces and the Stone-Weierstrass theorem."--BOOK JACKET
Cataloging source
BTCTA
http://library.link/vocab/creatorDate
1971-
http://library.link/vocab/creatorName
Athreya, Siva
Index
index present
LC call number
QA312
LC item number
.A85 2008
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Sunder, V. S
http://library.link/vocab/subjectName
  • Probabilities
  • Random measures
Label
Measure & probability, S.R. Athreya, V.S. Sunder
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 1.
  • Probabilities and Measures.
  • p. 1
  • 2.
  • Integration.
  • p. 26
  • 3.
  • Random Variables.
  • p. 42
  • 4.
  • Probability Measures on Product Spaces.
  • p. 56
  • 5.
  • Characteristics and Convergences.
  • p. 73
  • 6.
  • Markov Chains.
  • p. 101
  • 7.
  • Some Analysis.
  • p. 137
  • A.
  • Appendix.
  • p. 182
  • B.
  • Tables.
  • p. 215
  • References.
  • p. 217
  • Index.
  • p. 219
Control code
16001228490
Dimensions
24 cm.
Extent
x, 221 p.
Isbn
9781439801260
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Label
Measure & probability, S.R. Athreya, V.S. Sunder
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 1.
  • Probabilities and Measures.
  • p. 1
  • 2.
  • Integration.
  • p. 26
  • 3.
  • Random Variables.
  • p. 42
  • 4.
  • Probability Measures on Product Spaces.
  • p. 56
  • 5.
  • Characteristics and Convergences.
  • p. 73
  • 6.
  • Markov Chains.
  • p. 101
  • 7.
  • Some Analysis.
  • p. 137
  • A.
  • Appendix.
  • p. 182
  • B.
  • Tables.
  • p. 215
  • References.
  • p. 217
  • Index.
  • p. 219
Control code
16001228490
Dimensions
24 cm.
Extent
x, 221 p.
Isbn
9781439801260
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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