Measure Theory and Probability

Measure theory and integration are presented to undergraduates from the perspective of probability theory. The first chapter shows why measure theory is needed for the formulation of problems in probability, and explains why one would have been forced to invent Lebesgue theory (had it not already ex...

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Bibliographic Details
Main Authors: Adams, Malcolm, Guillemin, Victor (Author)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 1996, 1996
Edition:1st ed. 1996
Series:The Wadsworth & Brooks/Cole Mathematics Series
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 Measure Theory
  • 2 Integration
  • 3 Fourier Analysis
  • Appendix A Metric Spaces
  • Appendix C A Non-Measurable Subset of the Interval (0, 1]
  • References