Real analysis and probability / by R.M. Dudley.

By: Dudley, R. M. (Richard M.)Material type: TextTextSeries: Cambridge studies in advanced mathematics ; 74Publication details: Cambridge ; New York : Cambridge University Press, 2002Description: x, 555 p. ; 24 cmISBN: 9780521007542 (pbk)Subject(s): Mathematical analysis | Functions of real variables | ProbabilitiesDDC classification: 515 LOC classification: QA300 | .D83 2002Online resources: Sample text | Table of contents | Publisher description
Contents:
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.
Summary: 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Copy number Status Date due Barcode Item holds
Books Books Namal Library
Mathematics
515 DUD-R 2002 10604 (Browse shelf (Opens below)) 1 Available 0010604
Total holds: 0

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.

There are no comments on this title.

to post a comment.