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An Introduction to Measure and Probability

  • J. C. Taylor

Table of contents

  1. Front Matter
    Pages i-xvii
  2. J. C. Taylor
    Pages 1-28
  3. J. C. Taylor
    Pages 29-85
  4. J. C. Taylor
    Pages 86-136
  5. J. C. Taylor
    Pages 250-290
  6. Back Matter
    Pages 291-299

About this book

Introduction

Assuming only calculus and linear algebra, this book introduces the reader in a technically complete way to measure theory and probability, discrete martingales, and weak convergence. It is self- contained and rigorous with a tutorial approach that leads the reader to develop basic skills in analysis and probability. While the original goal was to bring discrete martingale theory to a wide readership, it has been extended so that the book also covers the basic topics of measure theory as well as giving an introduction to the Central Limit Theory and weak convergence. Students of pure mathematics and statistics can expect to acquire a sound introduction to basic measure theory and probability. A reader with a background in finance, business, or engineering should be able to acquire a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

Keywords

Hilbert space Maxima Measure Probability space Random variable Uniform integrability analysis

Authors and affiliations

  • J. C. Taylor
    • 1
  1. 1.Department of Mathematics and StatisticsMcGill UniversityMontrealCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-0659-0
  • Copyright Information Springer-Verlag New York, Inc. 1997
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-94830-0
  • Online ISBN 978-1-4612-0659-0
  • Buy this book on publisher's site