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Probability And Measure

Probability And Measure - 3rd edition

ISBN13: 978-0471007104

Cover of Probability And Measure 3RD 95 (ISBN 978-0471007104)
ISBN13: 978-0471007104
ISBN10: 0471007102
Cover type:
Edition/Copyright: 3RD 95
Publisher: John Wiley & Sons, Inc.
Published: 1995
International: No

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Probability And Measure - 3RD 95 edition

ISBN13: 978-0471007104

Patrick Billingsley

ISBN13: 978-0471007104
ISBN10: 0471007102
Cover type:
Edition/Copyright: 3RD 95
Publisher: John Wiley & Sons, Inc.

Published: 1995
International: No
Summary

Intertwines measure theory and modern probability : probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Illustrates the connections probability theory has with applied mathematics on the one hand and with pure mathematics on the other.

Author Bio

Billingsley, Patrick : University of Chicago

Patrick Billingsley is Professor of Statistics and Mathematics at the University of Chicago. He is the coauthor (with Watson et al.) of Statistics for Management and Economics; (with D. L. Huntsberger) of Elements of Statistical Inference; and the author of Convergence of Probability Measures (Wiley-Interscience), among other works. Dr. Billingsley has also edited the Annals of Probability for the Institute of Mathematical Statistics. He received his PhD in mathematics from Princeton University.

Table of Contents

Probability
Measure
Integration
Random Variables and Expected Values
Convergence of Distributions
Derivatives and Conditional Probability
Stochastic Processes
Appendix
Notes on the Problems
Bibliography
List of Symbols
Index

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