Measure Theory and Probability Theory

• Main Authors: Athreya, Krishna B. (Author), Lahiri, Soumendra N. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Springer Texts in Statistics,
• Subjects: Mathematics.; Computers.; Mathematical analysis.; Analysis (Mathematics).; Measure theory.; Operations research.; Management science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Theory of Computation.; Analysis.; Measure and Integration.; Statistical Theory and Methods.; Operations Research, Management Science.

This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended prima...