Probability Measures on Metric Spaces (Ams Chelsea Publishing, 352) - Hardcover

Parthasarathy, K. R.

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9780821838891: Probability Measures on Metric Spaces (Ams Chelsea Publishing, 352)

Synopsis

Parthasarathy builds far in advance of the general theory of stochastic processes as the theory of probability measures in complete separable metric spaces. He begins with the Borel subsets of a metric space and proceeds to explain probability measures in a metric space, probability measures in a metric group, probability measures in locally compact abelian groups, the Kolmogorov consistency theorem and conditional probability, probability measures in a Hilbert space, and probability measures on C[0,1] and D[0,1]. Parthasarathy includes a comprehensive bibliography and bibliographic notes. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com)

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9781483211824: Probability Measures on Metric Spaces

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ISBN 10:  1483211827 ISBN 13:  9781483211824
Publisher: Academic Press, 2014
Softcover