An Introduction to Measure and Probability

Taylor, J. C.

ISBN 10: 0387948309 / ISBN 13: 9780387948300

Published by Springer New York, 1996

Ships from the UK. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 53563578-20

Synopsis:

Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence. It is self- contained and rigorous with a tutorial approach that leads the reader to develop basic skills in analysis and probability. While the original goal was to bring discrete martingale theory to a wide readership, it has been extended so that the book also covers the basic topics of measure theory as well as giving an introduction to the Central Limit Theory and weak convergence. Students of pure mathematics and statistics can expect to acquire a sound introduction to basic measure theory and probability. A reader with a background in finance, business, or engineering should be able to acquire a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

About the Author: J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic,and is particularly interested in the potential theory of symmetric spaces.

Bibliographic Details

Title: An Introduction to Measure and Probability
Publisher: Springer New York
Publication Date: 1996
Binding: Soft cover
Condition: Very Good