Real Analysis and Probability - Hardcover

Dudley, R. M.

Hardcover

ISBN 10: 0534100503 ISBN 13: 9780534100506

Publisher: Kluwer Academic Publishers, 1989

Synopsis

Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures. This text is the first at this level to include discussions of the subadditive ergodic theorems, metrics for convergence in laws and the Borel isomorphism theory. The proofs for the theorems are consistently brief and clear and each chapter concludes with a set of historical notes and references. This book should be of interest to students taking degree courses in real analysis and/or probability theory.

About this title

Review

'A marvellous work which will soon become a standard text in the field for both teaching and reference ... a complete and pedagogically perfect presentation of both the necessary preparatory material of real analysis and the proofs throughout the text. Some of the topics and proofs are rarely found in other textbooks.' Proceedings of the Edinburgh Mathematical Society

'Careful, scholarly, and stimulating. It would be a pleasure to teach a mathematically-oriented graduate-level course from this text.' Short Book Reviews of the ISI

'[It] will serve for a long time as a standard reference.' Zentralblatt fur und ihre Grenzgebiete

'What makes the book special ... is the care and scholarship with which the material is treated, and the choice of additional topics ... not usually covered in first year graduate courses.' Mathematical Reviews

'The book serves as a clear, rigorous, and complete introduction to modern probability theory using methods of mathematical analysis, and a description of relations between the two fields ... it could be very useful for students interested in learning both topics, it can also serve as complementary reading to standard lectures. Teachers preparing their graduate level courses can use the book as an excellent, rigorously written and complete source.' EMS Newsletter

Book Description

This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this edition, and a number of new exercises have been added, together with hints for solution.

Edition details

• Publisher: Kluwer Academic Publishers
• Publication date: 1989
• Language: English
• ISBN 10: 0534100503
• ISBN 13: 9780534100506
• Binding: Hardcover
• Number of pages: 512