Michel Simonnet

Measures and Probabilities

• Broschiertes Buch

Produktbeschreibung

This book is intended to be an introductory, yet sophisticated, treatment of measure theory. It should provide an in-depth reference for the practicing mathematician. It is hoped that advanced students as well as instructors will find it useful. The first part of the book should prove useful to both analysts and probabilists. One may treat the second and third parts as an introduction to the theory of probability, or use the fourth part as an introduction to analysis.The treatment is for the most part self-contained. Other than familiarity with general topology, some functional analysis and a certain degree of mathematical sophistication, little is required for profitable reading of this text. At the end of each chapter, exercises are provided which are designed to present some additional material and examples.

Produktdetails

• Universitext
• Verlag: Springer / Springer New York / Springer, Berlin
• Artikelnr. des Verlages: 978-0-387-94644-3
• 1996.
• Seitenzahl: 528
• Erscheinungstermin: 6. Juni 1996
• Englisch
• Abmessung: 235mm x 155mm x 29mm
• Gewicht: 740g
• ISBN-13: 9780387946443
• ISBN-10: 0387946446
• Artikelnr.: 21900903

Inhaltsangabe

I Integration Relative to Daniell Measures.- 1 Riesz Spaces.- 2 Measures on Semirings.- 3 Integrable and Measurable Functions.- 4 Lebesgue Measure on R.- 5 Lp Spaces.- 6 Integrable Functions for Measures on Semirings.- 7 Radon Measures.- 8 Regularity.- II Operations on Measures Defined on Semirings.- 9 Induced Measures and Product Measures.- 10 Radon-Nikodym Derivatives.- 11 Images of Measures.- 12 Change of Variables.- 13 Stieltjes Integral.- 14 The Fourier Transform in Rk.- III Convergence of Random Variables; Conditional Expectation.- 15 The Strong Law of Large Numbers.- 16 The Central Limit Theorem.- 17 Order Statistics.- 18 Conditional Probability.- IV Operations on Radon Measures.- 19 ?-Adequate Family of Measures.- 20 Radon Measures Defined by Densities.- 21 Images of Radon Measures and Product Measures.- 22 Operations on Regular Measures.- 23 Haar Measures.- 24 Convolution of Measures.- Symbol Index.