Ash R.B., Doléans-Dade C.A. Probability and Measure Theory

2nd edition. — Harcourt Press, 2000. — 532 p.Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.Key Features:
The Clear, readable style
Solutions to Problems view MANY Presented in text
Solutions manual for instructors
Material A new edition to the: second on ergodic theory, Brownian motion, and convergence theorems Used in statistics
No Knowledge of general of topology required, just basic analysis and metric spaces
Efficient OrganizationReadership:
Graduate students, faculty, and other professionals in mathematics, statistics, engineering, and economics; also, graduate students and professionals in physics and computer scienceSummary of Notation
Fundamentals of Measure and Integration Theory.
Further Results in Measure and Integration Theory.
Introduction to Functional Analysis.
Basic Concepts of Probability.
Conditional Probability and Expectation.
Strong Laws of Large Numbers and Martingale Theory.
The Central Limit Theorem.
Ergodic Theory.
Brownian Motion and Stochastic Integrals.