Measure Theory and Probability Theory (Springer Texts in Statistics) by Krishna B. Athreya
English | July 27, 2006 | ISBN: 038732903X | 624 pages | PDF | 4 MB
English | July 27, 2006 | ISBN: 038732903X | 624 pages | PDF | 4 MB
This is a graduate level textbook on measure theory and probability theory. It presents the main concepts and results in measure theory and probability theory in a simple and easy-to-understand way. It further provides heuristic explanations behind the theory to help students see the big picture. 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.