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Measure Theory And Probability
by Basu
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Intended primarily for the first year postgraduate students offering courses in such subjects as Statistics and Mathematics (pure and applied), computer science, and electrical and industrial engineering, this book skillfully combines measure theory and probability. For, in contrast to many books where probability theory is usually developed after a thorough exposure to the theory and techniques of measure and integration, this text develops the Lebesgue theory of measure and integration, using probability theory as the motivating force. What distinguishes the text is the illustration of all theorems by examples and applications. A section on Stieltjes integration assists the student in understanding the later text better.isbn-9788120314986
Pages : 236
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