Introduction to Probability and Measure

K R Parthasarathy

ISBN 10: 8185931550 / ISBN 13: 9788185931555

Published by Hindustan Book Agency, 2005

About this Item

Contents Preface. 1. Probability on Boolean algebras. 2. Extension of measures. 3. Borel maps. 4. Integration. 5. Measures on product spaces. 6. Hilbert space and conditional expectation. 7. Weak convergence of probability measures. 8. Invariant measures on groups. According to a remark attributed to Mark Kac probability theory is Measure theory with a Soul. Furthermore measure theory has its own ramifications in topics like function spaces operator theory generalized functions ergodic theory group representations quantum probability etc. On the other hand recent explosive developments in the applications of probability theory have imposed the need for a good grasp of measure theory among a wide spectrum of scholars ranging from economists to engineers and physicists to psychologists. This book with its choice of proofs remarks examples and exercises has been prepared taking both these aesthetic and practical aspects into account. 339 pp.

Seller Inventory # 55776

Bibliographic Details

• Title: Introduction to Probability and Measure
• Publisher: Hindustan Book Agency
• Publication Date: 2005
• Language: English
• ISBN 10: 8185931550
• ISBN 13: 9788185931555
• Binding: Soft cover
• Condition: As New

About this title

Synopsis

According to a remark attributed to Mark Kac 'Probability Theory is a measure theory with a soul'. This book with its choice of proofs, remarks, examples and exercises has been prepared taking both these aesthetic and practical aspects into account.