| Document Type
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BL
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| Record Number
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630506
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| Doc. No
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dltt
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| Main Entry
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Pollard, David,1950-
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| Title & Author
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A user's guide to measure theoretic probability /\ David Pollard
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| Series Statement
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Cambridge series in statistical and probabilistic mathematics
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| Page. NO
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xiii, 351 pages :: illustrations ;; 27 cm
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| ISBN
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0521802423
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: 9780521802420
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: 0521002893
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: 9780521002899
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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Chapter 1. Motivation -- Ch. 2. A modicum of measure theory -- Ch. 3. Densities and derivatives -- Ch. 4. Product spaces and independence -- Ch. 5. Conditioning -- Ch. 6. Martingale et al. -- Ch. 7. Convergence in distribution -- Ch. 8. Fourier transforms -- Ch. 9. Brownian motion -- Ch. 10. Representations and couplings -- Ch. 11. Exponential tails and the law of the iterated logarithm -- Ch. 12. Multivariate normal distributions -- App. A. Measures and integrals -- App. B. Hilbert spaces -- App. C. Convexity -- App. D. Binomial and normal distributions -- App. E. Martingales in continuous time -- App. F. Disintegration of measures
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| Abstract
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This text is not just a presentation of mathematical theory, but also a discussion of why that theory takes its current form. It will be a secure starting point for anyone who needs to invoke rigorous probabilistic arguements and understand what they mean
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| Subject
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Probabilities
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| Subject
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Measure theory
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| Dewey Classification
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519.2
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| LC Classification
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QA273.P7735 2002
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