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An introduction to measure-theoretic probability /

This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas, should be equipped with. The approach is classical, avoiding the use of mathematical tools not necessary for car...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Roussas, George G.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam : Elsevier Academic Press, ©2005.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; An Introduction to Measure-Theoretic Probability; Copyright Page; TABLE OF CONTENTS; PREFACE; CHAPTER 1. Certain Classes of Sets, Measurability, and Pointwise Approximation; 1. Measurable spaces; 2. Product measurable spaces; 3. Measurable functions and random variables; Exercises; CHAPTER 2. Definition and Construction of a Measure and Its Basic Properties; 1. About measures in general, and probability measures in particular; 2. Outer measures; 3. The Carathéodory extension theorem; 4. Measures and (point) functions; Exercises.