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Billingsley, Patrick.

Probability and Measure - 3rd - New Delhi John Wiley 1995 - xii, 593p. - Wiley Series in Probability and Mathematical Statistics .

1. Probability
2. Measure
3. Integration
4. Random variables and expected values
5. Convergence of distributions
6. Derivatives and conditional probability
7. Stochastic processes


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.· Probability· Measure· Integration· Random Variables and Expected Values· Convergence of Distributions· Derivatives and Conditional Probability· Stochastic Processes

ISBN: 9788126517718 (PB)

Subjects--Topical Terms:
Probability
Measure
Stochastic process

Universal Decimal Class. No.: 519.2 / BIL