Items related to Real Analysis and Probability

Real Analysis and Probability - Hardcover

Dudley, R. M.

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9781315897097: Real Analysis and Probability

Synopsis

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. This text is the first at this level to include discussions of the subadditive ergodic theorems, metrics for convergence in laws and the Borel isomorphism theory. The proofs for the theorems are consistently brief and clear and each chapter concludes with a set of historical notes and references. This book should be of interest to students taking degree courses in real analysis and/or probability theory.

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Book Description

This classic graduate textbook, now reissued in paperback, offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures.The new edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new excercises have been added, together with hints for solution.

About the Author

R. M. Dudley is a Professor of Mathematics at the Massachusetts Institute of Technology in Cambridge, Massachusetts.

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