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Measure Theory and Probability Theory (Springer Texts in Statistics) by Athreya, Krishna B., Lahiri, Soumendra N. is a nonfiction available to read on EtoBox.

What is Measure Theory and Probability Theory (Springer Texts in Statistics) about?

This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D. students in mathematics and statistics although mathematically advanced students from engineering and economics would also find the book useful. Prerequisites are kept to the minimal level of an understanding of basic real analysis concepts such as limits, continuity, differentiability, Riemann integration, and convergence of sequences and series. A review of this material is included in the appendix. The book starts with an informal introduction that provides some heuristics into the abstract concepts of measure and integration theory, which are then rigorously developed. The first part of the book can be used for a standard real analysis course for both mathematics and statistics Ph.D. students as it provides full coverage of topics such as the construction of Lebesgue-Stieltjes measures on real line and Euclidean spaces, the basic convergence theorems, L^p sp

Who reads Measure Theory and Probability Theory (Springer Texts in Statistics)?

Author

Athreya, Krishna B., Lahiri, Soumendra N.

Publisher

Springer New York

Published

2006

Language

EN

ISBN

9781441921918

Category

nonfiction

Subjects

Business, Computer Science, Mathematics