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Probability and Measure Theory

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Product Description

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.Clear, readable styleSolutions to many problems presented in textSolutions manual for instructorsMaterial new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statisticsNo knowledge of general topology required, just basic analysis and metric spacesEfficient organization