Logo

Lectures on Measure Theory and Probability

Small book cover: Lectures on Measure Theory and Probability

Lectures on Measure Theory and Probability
by

Publisher: Tata institute of Fundamental Research
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

Book cover: Foundations of Constructive Probability TheoryFoundations of Constructive Probability Theory
by - 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)
Book cover: A Philosophical Essay on ProbabilitiesA Philosophical Essay on Probabilities
by - 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)
Book cover: Stochastic ProcessesStochastic Processes
by - 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)
Book cover: Applied ProbabilityApplied Probability
by - 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)