Measure, Integral and Probability

Capinski, Marek;Kopp, Ekkehard

ISBN 10: 3540762604 ISBN 13: 9783540762607

Editorial: Secaucus, New Jersey, U.S.A.: Springer Verlag, 1999

Idioma: Ingl�s

Condici�n: Usado - Excelente Encuadernaci�n de tapa blanda

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trade paperback in fine condition.

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Detalles bibliogr�ficos

T�tulo

Measure, Integral and Probability

Editor

Secaucus, New Jersey, U.S.A.: Springer Verlag

Fecha de publicaci�n

1999

Idioma

Ingl�s

ISBN 10

3540762604

ISBN 13

9783540762607

Encuadernaci�n

Soft cover

Estado

Fine

Cat�logos de vendedores

Mathematics

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Sinopsis

The key concept is that of measure which is first developed on the real line and then presented abstractly to provide an introduction to the foundations of probability theory (the Kolmogorov axioms) which in turn opens a route to many illustrative examples and applications, including a thorough discussion of standard probability distributions and densities. Throughout, the development of the Lebesgue Integral provides the essential ideas: the role of basic convergence theorems, a discussion of modes of convergence for measurable functions, relations to the Riemann integral and the fundamental theorem of calculus, leading to the definition of Lebesgue spaces, the Fubini and Radon-Nikodym Theorems and their roles in describing the properties of random variables and their distributions. Applications to probability include laws of large numbers and the central limit theorem.

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