Vineet Nayyar Learning Resource Centre
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Measure and probability

By: Contributor(s): Publication details: 2009 University Press Private Limited HyderabadDescription: x, 221 pISBN:
  • 9781439801260
Subject(s): DDC classification:
  • 519.2 ATH
Summary: This book covers the fundamentals of measure theory and probability theory. It begins with the construction of Lebesgue measure via Caratheodory’s outer measure approach and goes on to discuss integration and standard convergence theorems and contains an entire chapter devoted to complex measures, Lp spaces, Radon–Nikodym theorem, and the Riesz representation theorem. It presents the elements of probability theory, the law of large numbers, and central limit theorem. The book then discusses discrete time Markov chains, stationary distributions and limit theorems. The appendix covers many basic topics such as metric spaces, topological spaces and the Stone–Weierstrass theorem.
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Item type Current library Collection Call number Status Date due Barcode
Reference Reference Mahindra University VNLRC General Stacks Maths 519.5 ATH (Browse shelf(Opens below)) Not for loan 4429

This book covers the fundamentals of measure theory and probability theory. It begins with the construction of Lebesgue measure via Caratheodory’s outer measure approach and goes on to discuss integration and standard convergence theorems and contains an entire chapter devoted to complex measures, Lp spaces, Radon–Nikodym theorem, and the Riesz representation theorem. It presents the elements of probability theory, the law of large numbers, and central limit theorem. The book then discusses discrete time Markov chains, stationary distributions and limit theorems. The appendix covers many basic topics such as metric spaces, topological spaces and the Stone–Weierstrass theorem.

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