A User's Guide to Measure Theoretic Probability (English, David Pollard | R. Gill | B. D. Ripley)
by David Pollard | R. Gill | B. D. Ripley
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About the Book
This book grew from a one-semester course offered for many years to a mixed audience of graduate and undergraduate students who have not had the luxury of taking a course in measure theory. The core of the book covers the basic topics of independence, conditioning, martingales, convergence in distribution, and Fourier transforms. In addition there are numerous sections treating topics traditionally thought of as more advanced, such as coupling an…
ISBN: 9780521802420
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