Real Analysis and Probability

Sommario

1. Foundations; Set Theory 2. General Topology 3. Measures 4. Integration 5. Lp Spaces; Introduction to Functional Analysis 6. Convex Sets and Duality of Normed Spaces 7. Measure, Topology, and Differentiation 8. Introduction to Probability Theory 9. Convergence of Laws and Central Limit Theorems 10. Conditional Expectations and Martingales 11. Convergence of Laws on Separable Metric Spaces 12. Stochastic Processes 13. Measurability: Borel Isomorphism and Analytic Sets

Riassunto

Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures.

Dettagli sul prodotto

• Autori: Dudley, R. M. Dudley, Richard M. Dudley, Dudley R. M.
• Editore: Taylor & Francis Ltd.
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 31.12.2018
• EAN: 9781315897097
• ISBN: 978-1-315-89709-7
• Pagine: 450
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Analisi; Calculus, MATHEMATICS / Mathematical Analysis, MATHEMATICS / Calculus, MATHEMATICS / Probability & Statistics / Bayesian Analysis, Calculus & mathematical analysis, Calculus and mathematical analysis, Bayesian Inference