Front Cover
Wiley India Pvt. Limited, Aug 4, 2008 - 608 pages
Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.ˇ Probabilityˇ Measureˇ Integrationˇ Random Variables and Expected Valuesˇ Convergence of Distributionsˇ Derivatives and Conditional Probabilityˇ Stochastic Processes

What people are saying - Write a review

We haven't found any reviews in the usual places.

Other editions - View all

Bibliographic information