1st Edition

Real Analysis and Probability

By R. M. Dudley Copyright 1989
450 Pages
by Chapman & Hall

450 Pages
by Chapman & Hall

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... Read more
1. Foundations; Set Theory 2. General Topology 3. Measures 4. Integration 5. Lp Spaces; Introduction to Functional Analysis 6. Convex Sets and Duality of Normed Spaces 7. Measure, Topology, and Differentiation 8. Introduction to Probability Theory 9. Convergence of Laws and Central Limit Theorems 10. Conditional Expectations and Martingales 11. Convergence of Laws on Separable Metric Spaces 12. Stochastic Processes 13. Measurability: Borel Isomorphism and Analytic Sets

Biography

R. M. Dudley