An introduction to measure-theoretic probability /
Saved in:
| Author / Creator: | Roussas, George G. |
|---|---|
| Imprint: | Burlington, MA : Elsevier Academic Press, c2005. |
| Description: | xviii, 443 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5543657 |
Table of Contents:
- Preface
- 1. Certain Classes of Sets, Measurability, Pointwise Approximation
- 2. Definition and Construction of a Measure and Its Basic Properties
- 3. Some Modes of Convergence of a Sequence of Random Variables and Their Relationships
- 4. The Integral of a Random Variable and Its Basic Properties
- 5. Standard Convergence Theorems, The Fubini Theorem
- 6. Standard Moment and Probability Inequalities, Convergence in the r-th Mean and Its Implications
- 7. The Hahn-Jordan Decomposition Theorem, The Lebesgue Decomposition Theorem, and The Radon-Nikcodym Theorem
- 8. Distribution Functions and Their Basic Properties, Helly-Bray Type Results
- 9. Conditional Expectation and Conditional Probability, and Related Properties and Results
- 10. Independence
- 11. Topics from the Theory of Characteristic Functions
- 12. The Central Limit Problem: The Centered Case
- 13. The Central Limit Problem: The Noncentered Case
- 14. Topics from Sequences of Independent Random Variables
- 15. Topics from Ergodic Theory
