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An Introduction to Measure-theoretic Probability

George G. Roussas




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 | #5601222 in Books |  2004-11-02 | Original language:English | PDF # 1 |  9.02 x1.00 x5.98l,1.86 | File type: PDF | 462 pages

|| |"...provides basic tools in measure theory and probability, in the classical spirit, relying heavily on characteristic functions as tools without using martingale or empirical process methods. A well-written book. Highly recommended [for] graduate students; fa

This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics,
probability and other related areas, should be equipped with. The approach is classical, avoiding the use of mathematical tools not necessary for carrying out the discussions. All proofs are presented in full detail.

* Excellent exposition marked by a clear, coherent and log...

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