Probability and Measure Theory
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Probability and Measure Theory

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Description

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.
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Product details

  • Hardback | 516 pages
  • 156 x 230 x 40mm | 938.93g
  • Academic Press Inc
  • San Diego, United States
  • English
  • 2nd edition
  • black & white illustrations
  • 0120652021
  • 9780120652020
  • 951,088

Table of contents

Summary of Notation
Fundamentals of Measure and Integration Theory
Further Results in Measure and Integration Theory
Introduction to Functional Analysis
Basic Concepts of Probability
Conditional Probability and Expectation
Strong Laws of Large Numbers and Martingale Theory
The Central Limit Theorem
Ergodic Theory
Brownian Motion and Stochastic Integrals
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Review quote

"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!" --http://www.contingencyanalysis.com
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About Robert B. Ash

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.
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Rating details

4 ratings
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