Functional Analysis for Probability and Stochastic Processes ICM edition: An Introduction - Softcover

Bobrowski, Adam

Softcover

ISBN 10: 0521169917 ISBN 13: 9780521169912

Publisher: Cambridge University Press, 2010

Synopsis

This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.

About this title

Review

"My impression is that this text might well succeed as an attractive introduction to, or even as propaganda for the subject of probability and stochastic processes for a well-educated analyst without a probabilistic background."
N.H. Bingham, Journal of the American Statistical Association

Book Description

This text is designed both for students of probability and stochastic processes, and for students of functional analysis. Numerous standard and non-standard examples and exercises make it suitable for both a textbook for a course as well as for self-study.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2010
• ISBN 10: 0521169917
• ISBN 13: 9780521169912
• Binding: Paperback
• Language: English