Probability and Measure Theory - 2nd Edition - ISBN: 9780120652020, 9780080514871

Probability and Measure Theory

2nd Edition

Print ISBN: 9780120652020
eBook ISBN: 9780080514871
Imprint: Academic Press
Published Date: 6th December 1999
Page Count: 516

Institutional Access


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.


No. of pages:
© Academic Press 2000
Academic Press
Hardcover ISBN:
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"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!" --