Measure Theory for Analysis and Probability

This book covers major measure theory topics with a fairly extensive study of their applications to probability and analysis. It begins by demonstrating the essential nature of measure theory before delving into the construction of measures and the development of integration theory. Special attentio...

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書目詳細資料
Main Authors: Goswami, Alok (Author), Rao, B.V (Author)
企業作者: SpringerLink (Online service)
格式: 電子 電子書
語言:英语
出版: Singapore : Springer Nature Singapore : Imprint: Springer, 2025.
版:1st ed. 2025.
叢編:Indian Statistical Institute Series,
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在線閱讀:https://doi.org/10.1007/978-981-97-7929-1
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書本目錄:
  • 1. Measure Theory: Why and What
  • 2. Measures: Construction and Properties
  • 3. Measurable Functions and Integration
  • 4. Random Variables and Random Vectors
  • 5. Product Spaces
  • 6. Radon-Nikodym Theorem and Lp Spaces
  • 7. Convergence and Laws of Large Numbers
  • 8. Weak convergence and Central Limit Theorem
  • 9. Conditioning: The Right Approach
  • 10. Infinite Products
  • 11. Brownian Motion: A Brief Journey.