An Introduction to Measure and Probability (Paperback)

J.C. Taylor

ISBN 10: 0387948309 / ISBN 13: 9780387948300

Published by Springer-Verlag New York Inc., New York, NY, 1996

About this Item

Paperback. Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence. It is self- contained and rigorous with a tutorial approach that leads the reader to develop basic skills in analysis and probability. While the original goal was to bring discrete martingale theory to a wide readership, it has been extended so that the book also covers the basic topics of measure theory as well as giving an introduction to the Central Limit Theory and weak convergence. Students of pure mathematics and statistics can expect to acquire a sound introduction to basic measure theory and probability. A reader with a background in finance, business, or engineering should be able to acquire a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces. Many students in mathematics, statistics, finance, business, and engineering need an introduction to measure theory. This book provides a self-contained introduction that provides students with the mathematical background needed to study applications in their areas. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Seller Inventory # 9780387948300

Bibliographic Details

• Title: An Introduction to Measure and Probability (Paperback)
• Publisher: Springer-Verlag New York Inc., New York, NY
• Publication Date: 1996
• Language: English
• ISBN 10: 0387948309
• ISBN 13: 9780387948300
• Binding: Paperback
• Edition: 1st Edition
• Condition: new

About this title

Synopsis

Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence. It is self- contained and rigorous with a tutorial approach that leads the reader to develop basic skills in analysis and probability. While the original goal was to bring discrete martingale theory to a wide readership, it has been extended so that the book also covers the basic topics of measure theory as well as giving an introduction to the Central Limit Theory and weak convergence. Students of pure mathematics and statistics can expect to acquire a sound introduction to basic measure theory and probability. A reader with a background in finance, business, or engineering should be able to acquire a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.