Measure and probability
Auteur :
Athreya, Siva / Sunder, V. S.
Éditeur :
Taylor & Francis Inc
ISBN :
9781439801260
Date de publication :
11 févr. 2009
Dimensions :
23,4 x 15,6 cm
Poids :
590 g
Langue :
Anglais
Pays d'origine :
USA
Covers the fundamentals of measure theory and probability theory. This title begins with the construction of Lebesgue measure via Caratheodory's outer measure approach and goes on to discuss integration and standard convergence theorems. It also discusses discrete time Markov chains, stationary distributions, and limit theorems.