Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence. It is self- contained and rigorous with a tutorial approach that leads the reader to develop basic skills in analysis and probability. While the original goal was to bring discrete martingale theory to a wide readership, it has been extended so that the book also covers the basic topics of measure theory as well as giving an introduction to the Central Limit Theory and weak convergence. Students of pure mathematics and statistics can expect to acquire a sound introduction to basic measure theory and probability. A reader with a background in finance, business, or engineering should be able to acquire a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.
Product Identifiers
Publisher
Springer-Verlag New York Inc.
ISBN-13
9780387948300
eBay Product ID (ePID)
94670814
Product Key Features
Author
J.C. Taylor
Publication Name
An Introduction to Measure and Probability
Format
Paperback
Language
English
Subject
Mathematics
Publication Year
1998
Type
Textbook
Number of Pages
324 Pages
Dimensions
Item Height
235mm
Item Width
155mm
Item Weight
1010g
Additional Product Features
Title_Author
J.C. Taylor
Country/Region of Manufacture
United States
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