Real Analysis and Probability

R. M. Dudley

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Language: English

Published by Cambridge University Press, 2002

0521007542 / 9780521007542

Series: Book 20 of 151 - Cambridge Studies in Advanced Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This classic textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations and martingale's convergence. A chapter on stochastic processes introduces Brownian motion and the Brownian bridge. The edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.

Seller Inventory # 9780521007542

Title
Real Analysis and Probability
Author
R. M. Dudley
Publisher
Cambridge University Press
Publication year
2002
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0521007542
ISBN 13
9780521007542
Edition
2nd Edition
Item weight
908 grams
Dimensions
229x152x34 mm
Series
Book 20 of 151: Cambridge Studies in Advanced Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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Item5 to 7 business days7 to 10 business days
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