Probability And Measure (wiley Series In Probability And Statistics)
by Patrick Billingsley /
1986 / English / DjVu
8.6 MB Download
A senior-graduate level text and reference that links the
disciplines of probability and measure theory. Including many
practical problems and examples, it begins with an introduction to
Borel's normal number theorem, proved by calculus alone, followed
by short sections that establish the existence and fundamental
properties of probability measures, including Lebesque measure on
the unit interval. Coverage includes topics in measure,
integration, random variables and expected values, convergence of
distributions, derivatives and conditional probability, and
stochastic processes.
A senior-graduate level text and reference that links the
disciplines of probability and measure theory. Including many
practical problems and examples, it begins with an introduction to
Borel's normal number theorem, proved by calculus alone, followed
by short sections that establish the existence and fundamental
properties of probability measures, including Lebesque measure on
the unit interval. Coverage includes topics in measure,
integration, random variables and expected values, convergence of
distributions, derivatives and conditional probability, and
stochastic processes.
