An Introduction to Measure and Probability (Textbooks in Mathematical Sciences)

Taylor, J.C.

ISBN 10: 0387948309 / ISBN 13: 9780387948300

Published by Springer, 1996

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Bibliographic Details

• Title: An Introduction to Measure and Probability (Textbooks in Mathematical Sciences)
• Publisher: Springer
• Publication Date: 1996
• Language: English
• ISBN 10: 0387948309
• ISBN 13: 9780387948300
• Binding: paperback
• Condition: As New

About this title

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.