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The Resource A basic course in measure and probability : theory for applications, Ross Leadbetter, Stamatis Cambanis, Vladas Pipiras

A basic course in measure and probability : theory for applications, Ross Leadbetter, Stamatis Cambanis, Vladas Pipiras

Label
A basic course in measure and probability : theory for applications
Title
A basic course in measure and probability
Title remainder
theory for applications
Statement of responsibility
Ross Leadbetter, Stamatis Cambanis, Vladas Pipiras
Creator
Contributor
Author
Subject
Language
eng
Summary
"Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit theorems in probability, martingales, and some theory of stochastic processes. Readers can test their understanding of the material through the 300 exercises provided. The book is especially useful for graduate students in statistics and related fields of application (biostatistics, econometrics, finance, meteorology, machine learning, and so on) who want to shore up their mathematical foundation. The authors establish common ground for students of varied interests which will serve as a firm 'take-off point' for them as they specialize in areas that exploit mathematical machinery"--
Assigning source
Provided by publisher
Cataloging source
DLC
Dewey number
515/.42
Index
index present
LC call number
QC20.7.M43
LC item number
L43 2014
Literary form
non fiction
Label
A basic course in measure and probability : theory for applications, Ross Leadbetter, Stamatis Cambanis, Vladas Pipiras
Instantiates
Publication
Note
Includes index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Machine generated contents note: Preface; Acknowledgements; 1. Point sets and certain classes of sets; 2. Measures: general properties and extension; 3. Measurable functions and transformations; 4. The integral; 5. Absolute continuity and related topics; 6. Convergence of measurable functions, Lp-spaces; 7. Product spaces; 8. Integrating complex functions, Fourier theory and related topics; 9. Foundations of probability; 10. Independence; 11. Convergence and related topics; 12. Characteristic functions and central limit theorems; 13. Conditioning; 14. Martingales; 15. Basic structure of stochastic processes; References; Index
Dimensions
24 cm
Extent
xiv, 360 pages
Isbn
9781107652521
Isbn Type
(paperback)
Lccn
2013028841
Media category
unmediated
Media MARC source
rdamedia
System control number
  • (OCoLC)ocn854541699
  • UtOrBLW
  • (OCoLC)ocn889310591
Label
A basic course in measure and probability : theory for applications, Ross Leadbetter, Stamatis Cambanis, Vladas Pipiras
Publication
Note
Includes index
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Machine generated contents note: Preface; Acknowledgements; 1. Point sets and certain classes of sets; 2. Measures: general properties and extension; 3. Measurable functions and transformations; 4. The integral; 5. Absolute continuity and related topics; 6. Convergence of measurable functions, Lp-spaces; 7. Product spaces; 8. Integrating complex functions, Fourier theory and related topics; 9. Foundations of probability; 10. Independence; 11. Convergence and related topics; 12. Characteristic functions and central limit theorems; 13. Conditioning; 14. Martingales; 15. Basic structure of stochastic processes; References; Index
Dimensions
24 cm
Extent
xiv, 360 pages
Isbn
9781107652521
Isbn Type
(paperback)
Lccn
2013028841
Media category
unmediated
Media MARC source
rdamedia
System control number
  • (OCoLC)ocn854541699
  • UtOrBLW
  • (OCoLC)ocn889310591

Library Locations

    • Harold B. Lee Library Brigham Young University, Provo, UT, 84602, US
      40.249156 -111.649242
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