Probability and Measure (Wiley Series in Probability and Statistics) - Hardcover

Billingsley, Patrick

Hardcover

ISBN 10: 0471804789 ISBN 13: 9780471804789

Publisher: Wiley–Blackwell, 1986

Synopsis

Borel's normal number theorem, proved by calculus alone, followed by short sections that establish the existence and fundamental properties of probability measures, presenting lebesque measure on the unit interval. Coverage includes key topics in measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability and stochastic processes.

About this title

From the Back Cover

PROBABILITY AND MEASURE

Third Edition

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.

Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

About the Author

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.

Edition details

• Publisher: Wiley–Blackwell
• Publication date: 1986
• Language: English
• ISBN 10: 0471804789
• ISBN 13: 9780471804789
• Binding: Hardcover
• Edition number: 2
• Number of pages: 622