000 01398 a2200217 4500
003 OSt
005 20241016150707.0
008 241016b |||||||| |||| 00| 0 eng d
020 _a9781138114180
040 _aICTS-TIFR
050 _aQA273.A87
100 _aSiva Athreya
245 _aMeasure and probability
260 _bCRC Press,
_aBoca Raton:
_c[c2008]
300 _a221 p.
505 _a1. Probabilities and Measures 2. Integration 3. Random Variables 4. Probability Measures on Product Spaces 5. Characteristics and Convergences 6. Markov Chains 7. Some Analysis
520 _aThis 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. --- summary provided by publisher
650 _aMathematics
700 _aV. S. Sunder
942 _2lcc
_cBK
999 _c35465
_d35465