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An Introduction to Measure and Probability (Textbooks in Mathematical Sciences) - Softcover

 
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Synopsis

Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

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About the Author

J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic,and is particularly interested in the potential theory of symmetric spaces.

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  • PublisherSpringer
  • Publication date1996
  • ISBN 10 0387948309
  • ISBN 13 9780387948300
  • BindingPaperback
  • LanguageEnglish
  • Number of pages341

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