## Beschreibung

### Beschreibung

PROBABILITY AND MEASUREThird Edition

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.

Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

### Inhaltsverzeichnis

Probability.Measure.

Integration.

Random Variables and Expected Values.

Convergence of Distributions.

Derivatives and Conditional Probability.

Stochastic Processes.

Appendix.

Notes on the Problems.

Bibliography.

List of Symbols.

Index.

### Portrait

PATRICK BILLINGSLEY is Professor of Statistics and Mathematics at the University of Chicago. He is the coauthor (with Watson et al.) of Statistics for Management and Economics; (with D. L. Huntsberger) of Elements of Statistical Inference; and the author of Convergence of Probability Measures (Wiley-Interscience), among other works. Dr. Billingsley has also edited the Annals of Probability for the Institute of Mathematical Statistics. He received his PhD in mathematics from Princeton University.EAN: 9780471007104

ISBN: 0471007102

Untertitel: 'Wiley Series in Probability and Mathematical Statistics'.
Sprache: Englisch.

Verlag: JOHN WILEY & SONS INC

Erscheinungsdatum: Mai 1995

Seitenanzahl: 608 Seiten

Format: gebunden

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