Now in its new third edition, Probability and Measure offers advanced students,
scientists, and engineers an integrated introduction to measure theory and probability.
Retaining the unique approach of the previous editions, this text interweaves material on
probability and measure, so that probability problems generate an interest in measure
theory and measure theory is then developed and applied to probability. Probability and
Measure provides thorough coverage of probability, measure, integration, random variables
and expected values, convergence of distributions, derivatives and conditional
probability, and stochastic processes. The Third Edition features an improved treatment of
Brownian motion and the replacement of queuing theory with ergodic theory.
Like the previous editions, this new edition will be well received by students of
mathematics, statistics, economics, and a wide variety of disciplines that require a solid
understanding of probability theory.
Probability.
Measure.
Integration.
Random Variables and
Expected Values.
Convergence of
Distributions.
Derivatives and Conditional
Probability.
Stochastic Processes.
Appendix.
Notes on the Problems.
Bibliography.
List of Symbols.
Index.
592 pages