Probability and Measure Theory

Probability and Measure Theory

2nd Edition - November 15, 1999

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  • Authors: Robert Ash, Catherine Doleans-Dade
  • Hardcover ISBN: 9780120652020

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Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

Key Features

  • Clear, readable style
  • Solutions to many problems presented in text
  • Solutions manual for instructors
  • Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
  • No knowledge of general topology required, just basic analysis and metric spaces
  • Efficient organization


Graduate students, faculty, and other professionals in mathematics, statistics, engineering, and economics; also, graduate students and professionals in physics and computer science

Table of Contents

  • Summary of Notation
    Fundamentals of Measure and Integration Theory.
    Further Results in Measure and Integration Theory.
    Introduction to Functional Analysis.
    Basic Concepts of Probability.
    Conditional Probability and Expectation.
    Strong Laws of Large Numbers and Martingale Theory.
    The Central Limit Theorem.
    Ergodic Theory.
    Brownian Motion and Stochastic Integrals.

Product details

  • No. of pages: 516
  • Language: English
  • Copyright: © Academic Press 1999
  • Published: November 15, 1999
  • Imprint: Academic Press
  • Hardcover ISBN: 9780120652020

About the Authors

Robert Ash

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.

Affiliations and Expertise

University of Illinois, Urbana-Champaign, U.S.A.

Catherine Doleans-Dade

Affiliations and Expertise

University of Illinois, Urbana-Champaign, U.S.A.

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