Probability Measures on Metric Spaces - Softcover

Parthasarathy, K. R.

Softcover

ISBN 10: 1483211827 ISBN 13: 9781483211824

Publisher: Academic Press, 2014

Synopsis

Having been out of print for over 10 years, the AMS is delighted to bring this classic volume back to the mathematical community. With this fine exposition, the author gives a cohesive account of the theory of probability measures on complete metric spaces (which he views as an alternative approach to the general theory of stochastic processes). After a general description of the basics of topology on the set of measures, he discusses regularity, tightness, and perfectness of measures, properties of sampling distributions, and metrizability and compactness theorems. Next, he describes arithmetic properties of probability measures on metric groups and locally compact abelian groups. Covered in detail are notions such as decomposability, infinite divisibility, idempotence, and their relevance to limit theorems for sums of infinitesimal random variables.

Edition details

• Publisher: Academic Press
• Publication date: 2014
• Language: English
• ISBN 10: 1483211827
• ISBN 13: 9781483211824
• Binding: Paperback
• Number of pages: 288
• Editor: Birnbaum Z. W.