Analysis and Probability book cover

Analysis and Probability

Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding of probability. The first part of the book systematically presents concepts and results from analysis before embarking on the study of probability theory. The initial section will also be useful for those interested in topology, measure theory, real analysis and functional analysis. The second part of the book presents the concepts, methodology and fundamental results of probability theory. Exercises are included throughout the text, not just at the end, to teach each concept fully as it is explained, including presentations of interesting extensions of the theory. The complete and detailed nature of the book makes it ideal as a reference book or for self-study in probability and related fields.

Audience

Students and researchers in probability theory, topology, measure theory, real and functional analysis and related fields.

Hardbound, 404 Pages

Published: January 2013

Imprint: Elsevier

ISBN: 978-0-12-401665-1

Reviews

  • "Spataru presents a probability theory text for graduate students who have a solid background in abstract analysis, which is required because he develops probability theory from a measure-theoretic perspective."--Reference & Research Book News, October 2013


Contents

  • Chapter 1: Elements of Set Theory
    1.1 Sets and operations on sets
    1.2 Functions and Cartesian products
    1.3 Equivalent relations and partial orderings


    Chapter 2: Topological Preliminaries
    2.1 Construction of some topological spaces
    2.2 General properties of topological spaces
    2.3 Metric spaces


    Chapter 3: Measure Spaces
    3.1 Measurable spaces
    3.2 Measurable functions
    3.3 Denitions and properties of the measure
    3.4 Extending certain measures


    Chapter 4: The Integral
    4.1 Denitions and properties of the integral
    4.2 Radon-Nikodým theorem and the Lebesgue decomposition
    4.3 The spaces Lp
    4.4 Convergence for sequences of measurable functions


    Chapter 5: Measures on Product -algebras
    5.5 The product of a finite number of measures
    5.6 The product of an infnite number of measures


    PART TWO: PROBABILITY
    Chapter 6: Elementary Notions in Probability Theory
    6.1 Events and random variables
    6.2 Conditioning and independence


    Chapter 7: Distribution Functions and Characteristic Functions
    7.1 Distribution functions
    7.2 Characteristic functions


    Chapter 8: Probabilities on Metric Spaces
    8.1 Probabilities in a metric space
    8.2 Topology in the space of probabilities


    Chapter 9: Central Limit Problem
    9.1 Infnitely divisible distribution/characteristic functions
    9.2 Convergence to an infnitely divisible distribution/characteristic function


    Chapter 10: Sums of Independent Random Variables
    10.1 Weak laws of large numbers
    10.2 Series of independent random variables
    10.3 Strong laws of large numbers
    10.4 Laws of the iterated logarithm


    Chapter 11: Conditioning
    11.1 Conditional expectations, conditional probabilities and conditional independence
    11.2 Stopping times and semimartingales


    Chapter 12: Ergodicity, Mixing and Stationarity
    12.1 Ergodicity and mixing
    12.2 Stationary sequences

Advertisement

advert image