Real Analysis and Probability: Probability and Mathematical Statistics: a Series of Monographs and Textbooks - Softcover

Ash, Robert B.

Softcover

ISBN 10: 1483175618 ISBN 13: 9781483175614

Publisher: Academic Press, 2014

Synopsis

Real Analysis and Solutions to Problems presents solutions to problems in real analysis and probability. Topics covered range from measure and integration theory to functional analysis and basic concepts of probability; the interplay between measure theory and topology; conditional probability and expectation; the central limit theorem; and strong laws of large numbers in terms of martingale theory.

Comprised of eight chapters, this volume begins with problems and solutions for the theory of measure and integration, followed by various applications of the basic integration theory. Subsequent chapters deal with functional analysis, paying particular attention to structures that can be defined on vector spaces; the connection between measure theory and topology; basic concepts of probability; and conditional probability and expectation. Strong laws of large numbers are also taken into account, first from the classical viewpoint, and then via martingale theory. The final chapter is devoted to the one-dimensional central limit problem, with emphasis on the fundamental role of Prokhorov's weak compactness theorem.

This book is intended primarily for students taking a graduate course in probability.

Edition details

• Publisher: Academic Press
• Publication date: 2014
• Language: English
• ISBN 10: 1483175618
• ISBN 13: 9781483175614
• Binding: Paperback
• Number of pages: 494
• Editor: Birnbaum Z. W.