Probability & Measure Theory

by Robert B. Ash, Catherine A. Doléans-Dade

Paperback. Pub Date: 2007 09 Pages: 516 Language: English Publisher: People's Posts and Telecommunications Press probability and measure theory (English) (2) is a measure of the classics in the field theory and probability theory. fluent style of writing. the main line clear material appropriate trade-offs. including the measure and integration theory. functional analysis. conditional probability and expectation. powerful theorem and the martingale central limit theorem. ergodic theorems. and Brownian motion and stochastic integral sections of the book is with exercises and the book provides detailed answers to most of the exercises. Probability and measure theory (English) (Version 2) as a professional high-year undergraduate or graduate bilingual teaching materials. suitable as a school year of teaching content. optional part of the chapter as a semester teaching content o...

Genres: Mathematics, Textbooks

516 pages, Paperback

First published December 20, 1999

About the author

Professor Emeritus, Mathematics
University of Illinois at Urbana-Champaign

Reviews

[Jerzy · Rating 4 out of 5]

Good solid book on the topic. Plenty of helpful exercises. I used this for a class along with Probability: Theory and Examples and they complement each other well. We used this one more at the start, since it covers the underlying measure theory in more detail.
The font for some of the symbols made them a bit hard to read.