Real analysis and probability /
Dudley, R. M.
Real analysis and probability / by R.M. Dudley. - Cambridge ; New York : Cambridge University Press, 2002. - x, 555 p. ; 24 cm. - Cambridge studies in advanced mathematics ; 74 .
Includes bibliographical references and index.
Cover; Half-title; Series-title; Title; Copyright; Contents; Preface to the Cambridge Edition; 1 Foundations; Set Theory; 2 General Topology; 3 Measures; 4 Integration; 5 L 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; A Axiomatic Set Theory.
This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this new edition, and a number of new exercises have been added, together with hints for solution.
9780521007542 (pbk)
Mathematical analysis.
Functions of real variables.
Probabilities.
QA300 / .D83 2002
515 / DUD-R 2002 10604
Real analysis and probability / by R.M. Dudley. - Cambridge ; New York : Cambridge University Press, 2002. - x, 555 p. ; 24 cm. - Cambridge studies in advanced mathematics ; 74 .
Includes bibliographical references and index.
Cover; Half-title; Series-title; Title; Copyright; Contents; Preface to the Cambridge Edition; 1 Foundations; Set Theory; 2 General Topology; 3 Measures; 4 Integration; 5 L 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; A Axiomatic Set Theory.
This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this new edition, and a number of new exercises have been added, together with hints for solution.
9780521007542 (pbk)
Mathematical analysis.
Functions of real variables.
Probabilities.
QA300 / .D83 2002
515 / DUD-R 2002 10604