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Наука и учебаProbability and Measure

Probability and Measure
Автор: Patrick Billingsley
Название:Probability and Measure
Издательство: Wiley-Interscience
Год: 1995
Кол-во страниц: 608
Формат: Pdf
Размер: 22 MB
Язык: Английский

Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.

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