Title:
Analysis and probability
Author:
Spătaru, Aurel.
ISBN:
9780124016651
Personal Author:
Edition:
1st ed.
Publication Information:
Amsterdam ; Boston : Elsevier Science, 2013.
Physical Description:
x, 448 p. ; 24 cm.
Series:
Elsevier insights.
Contents:
Machine generated contents note: pt. One Analysis -- 1.Elements of Set Theory -- Section 1 Sets and Operations on Sets -- Section 2 Functions and Cartesian Products -- Section 3 Equivalent Relations and Partial Orderings -- References -- 2.Topological Preliminaries -- Section 4 Construction of Some Topological Spaces -- Section 5 General Properties of Topological Spaces -- Section 6 Metric Spaces -- 3.Measure Spaces -- Section 7 Measurable Spaces -- Section 8 Measurable Functions -- Section 9 Definitions and Properties of the Measure -- Section 10 Extending Certain Measures -- 4.The Integral -- Section 11 Definitions and Properties of the Integral -- Section 12 Radon-Nikodym Theorem and the Lebesgue Decomposition -- Section 13 The Spaces -- Section 14 Convergence for Sequences of Measurable Functions -- 5.Measures on Product σ-Algebras -- Section 15 The Product of a Finite Number of Measures -- Section 16 The Product of Infinitely Many Measures -- pt. Two Probability --
Contents note continued: 6.Elementary Notions in Probability Theory -- Section 17 Events and Random Variables -- Section 18 Conditioning and Independence -- 7.Distribution Functions and Characteristic Functions -- Section 19 Distribution Functions -- Section 20 Characteristic Functions -- References -- 8.Probabilities on Metric Spaces -- Section 21 Probabilities in a Metric Space -- Section 22 Topology in the Space of Probabilities -- 9.Central Limit Problem -- Section 23 Infinitely Divisible Distribution/Characteristic Functions -- Section 24 Convergence to an Infinitely Divisible Distribution/Characteristic Function -- References -- 10.Sums of Independent Random Variables -- Section 25 Weak Laws of Large Numbers -- Section 26 Series of Independent Random Variables -- Section 27 Strong Laws of Large Numbers -- Section 28 Laws of the Iterated Logarithm -- 11.Conditioning -- Section 29 Conditional Expectations, Conditional Probabilities, and Conditional Independence --
Contents note continued: Section 30 Stopping Times and Semimartingales -- 12.Ergodicity, Mixing, and Stationarity -- Section 31 Ergodicity and Mixing -- Section 32 Stationary Sequences.
Abstract:
Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding of probability. The first part of the book systematically presents concepts and results from analysis before embarking on the study of probability theory. The initial section will also be useful for those interested in topology, measure theory, real analysis and functional analysis. The second part of the book presents the concepts, methodology.
Electronic Access:
Ebook Library http://public.eblib.com/EBLPublic/PublicView.do?ptiID=1112242