Real analysis and probability / R.M. Dudley.
Series Cambridge studies in advanced mathematics ; 74Editor: Cambridge ; New York : Cambridge University Press, 2002Descripción: x, 555 p. ; 24 cmISBN: 052180972X (hardback); 0521007542 (pbk.)Tema(s): Mathematical analysis | Functions of real variables | ProbabilitiesOtra clasificación: 60-01 (00A05 28-01 46-01 54-01) Recursos en línea: Sample text | Publisher description1. Foundations; set theory2. General topology3. Measures4. Integration5. Lp spaces; introduction to functional analysis6. Convex sets and duality of normed spaces7. Measure, topology, and differentiation8. Introduction to probability theory9. Convergence of laws and central limit theorems10. Conditional expectations and martingales11. Convergence of laws on separable metric spaces12. Stochastic processes13. Measurability: Borel isomorphism and analytic setsAppendixes: A. Axiomatic set theoryB. Complex numbers, vector spaces, and Taylor's theorem with remainderC. The problem of measureD. Rearranging sums of nonnegative termsE. Pathologies of compact nonmetric spaces.
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Reimpresión revisada del original publicado por Wadsworth & Brooks/Cole en 1989.
Incluye referencias bibliográficas e índices.
1. Foundations; set theory -- 2. General topology -- 3. Measures -- 4. Integration -- 5. Lp spaces; introduction to functional analysis -- 6. Convex sets and duality of normed spaces -- 7. Measure, topology, and differentiation -- 8. Introduction to probability theory -- 9. Convergence of laws and central limit theorems -- 10. Conditional expectations and martingales -- 11. Convergence of laws on separable metric spaces -- 12. Stochastic processes -- 13. Measurability: Borel isomorphism and analytic sets -- Appendixes: A. Axiomatic set theory -- B. Complex numbers, vector spaces, and Taylor's theorem with remainder -- C. The problem of measure -- D. Rearranging sums of nonnegative terms -- E. Pathologies of compact nonmetric spaces.
MR, 2003h:60001
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