An Introduction to Measure-theoretic ProbabilityBy
- George Roussas
Graduate students primarily in statistics, mathematics, electrical & computer engineering or other information sciences; mathematical economics/finance in departments of economics.
Hardbound, 462 Pages
Published: October 2004
Imprint: Academic Press
"...provides basic tools in measure theory and probability, in the classical spirit, relying heavily on characteristic functions as tools without using martingale or empirical process methods. A well-written book. Highly recommended [for] graduate students; faculty." -CHOICE "Based on the material presented in the manuscript, I would without any hesitation adopt the published version of the book. The topics dealt are essential to the understanding of more advanced material; the discussion is deep and it is combined with the use of essential technical details. It will be an extremely useful book. In addition it will be a very popular book." - Madan Puri, Indiana University "Would likely use as one of two required references when I teach either Stat 709 or Stat 732 again. Would also highly recommend to colleagues. The author has written other excellent graduate texts in mathematical statistics and contiguity and this promises to be another. This book could well become an important reference for mathematical statisticians. - Richard Johnson, University of Wisconsin "The author has succeeded in making certain deep and fundamental ideas of probability and measure theory accessible to statistics majors heading in the direction of graduate studies in statistical theory. " -Doraiswamy Ramachandran, California State University