A First Look at Rigorous Probability Theory

Rosenthal, Jeffery S., Rosenthal, Jeffrey S.

ISBN 10: 9810243030 / ISBN 13: 9789810243036

Published by World Scientific Publishing Company, 2000

About this Item

Good. Dust Jacket NOT present. CD WILL BE MISSING. . SHIPS FROM MULTIPLE LOCATIONS.

Seller Inventory # ERICA82998102430304

Bibliographic Details

• Title: A First Look at Rigorous Probability Theory
• Publisher: World Scientific Publishing Company
• Publication Date: 2000
• Language: English
• ISBN 10: 9810243030
• ISBN 13: 9789810243036
• Binding: Hardcover
• Condition: Good
• Dust Jacket Condition: Dust Jacket Included
• Book Type: book

About this title

Synopsis

This textbook is an introduction to rigorous probability theory using measure theory. It provides rigorous, complete proofs of all the essential introductory mathematical results of probability theory and measure theory. More advanced or specialised areas are only hinted at. For example, the text includes a complete proof of the classical central limit theorem, including the necessary continuity theorem for characteristic functions, but the more general Lindeberg central limit theorem is only outlined and is not proved. Similarly, all necessary facts from measure theory are proved before they are used, but more abstract or advanced measure theory results are not included. Furthermore, measure theory is discussed as much as possible purely in terms of probability, as opposed to being treated as a separate subject which must be mastered before probability theory can be understood.