An Introduction to Measure and Probability

An Introduction to Measure and Probability
Author :
Publisher : Springer Science & Business Media
Total Pages : 316
Release :
ISBN-10 : 9781461206590
ISBN-13 : 1461206596
Rating : 4/5 (596 Downloads)

Book Synopsis An Introduction to Measure and Probability by : J.C. Taylor

Download or read book An Introduction to Measure and Probability written by J.C. Taylor and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.


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