**Lectures on Measure Theory and Probability**

by H.R. Pitt

**Publisher**: Tata institute of Fundamental Research 1958**Number of pages**: 126

**Description**:

Measure Theory (Sets and operations on sets, Classical Lebesgue and Stieltjes measures, The Lebesgue integral ...); Probability (Function of a random variable, Conditional probabilities, The Central Limit Problem, Random Sequences and Convergence Properties ...).

Download or read it online for free here:

**Download link**

(540KB, PDF)

## Similar books

**Foundations of Constructive Probability Theory**

by

**Yuen-Kwok Chan**-

**arXiv.org**

The author provides a systematic, thorough treatment of the foundations of probability theory and stochastic processes along the lines of E. Bishop's constructive analysis. Every existence result presented shall be a construction ...

(

**3060**views)

**A Philosophical Essay on Probabilities**

by

**Pierre Simon Laplace**-

**Chapman & Hall**

Classic book on probability theory. It demonstrates, without the use of higher mathematics, the application of probability to games of chance, physics, reliability of witnesses, astronomy, insurance, democratic government, and many other areas.

(

**15326**views)

**Stochastic Processes**

by

**David Nualart**-

**The University of Kansas**

From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.

(

**9019**views)

**Applied Probability**

by

**Paul E Pfeiffer**-

**Connexions**

This textbook covers most aspects of advanced and applied probability. The book utilizes a number of user defined m-programs, in combination with built in MATLAB functions, for solving a variety of probabilistic problems.

(

**9257**views)