Real Analysis and Probability

By:

R.M. Dudley

Format:

Paperback / softback

Series:

Cambridge Studies in Advanced Mathematics

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Description

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 new 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.

Release date NZ

October 14th, 2002

Author

R.M. Dudley

Audience

Professional & Vocational

Edition

2nd Revised edition

Illustrations

Worked examples or Exercises

Pages

566

Series

Cambridge Studies in Advanced Mathematics

Dimensions

156x246x28

ISBN-13

9780521007542

Product ID

2397206

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