Real Analysis and Probability

Real Analysis and Probability

Author: R. M. Dudley

Publisher: Cambridge University Press

Published: 2002-10-14

Total Pages: 570

ISBN-13: 9780521007542

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This classic text offers a clear exposition of modern probability theory.


Book Synopsis Real Analysis and Probability by : R. M. Dudley

Download or read book Real Analysis and Probability written by R. M. Dudley and published by Cambridge University Press. This book was released on 2002-10-14 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic text offers a clear exposition of modern probability theory.


Real Analysis and Probability

Real Analysis and Probability

Author: Robert B. Ash

Publisher: Academic Press

Published: 2014-07-03

Total Pages: 495

ISBN-13: 1483191427

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Real Analysis and Probability provides the background in real analysis needed for the study of probability. Topics covered range from measure and integration theory to functional analysis and basic concepts of probability. The interplay between measure theory and topology is also discussed, along with conditional probability and expectation, the central limit theorem, and strong laws of large numbers with respect to martingale theory. Comprised of eight chapters, this volume begins with an overview of the basic concepts of the theory of measure and integration, followed by a presentation of various applications of the basic integration theory. The reader is then introduced to functional analysis, with emphasis on structures that can be defined on vector spaces. Subsequent chapters focus on the connection between measure theory and topology; basic concepts of probability; and conditional probability and expectation. Strong laws of large numbers are also examined, first from the classical viewpoint, and then via martingale theory. The final chapter is devoted to the one-dimensional central limit problem, paying particular attention to the fundamental role of Prokhorov's weak compactness theorem. This book is intended primarily for students taking a graduate course in probability.


Book Synopsis Real Analysis and Probability by : Robert B. Ash

Download or read book Real Analysis and Probability written by Robert B. Ash and published by Academic Press. This book was released on 2014-07-03 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real Analysis and Probability provides the background in real analysis needed for the study of probability. Topics covered range from measure and integration theory to functional analysis and basic concepts of probability. The interplay between measure theory and topology is also discussed, along with conditional probability and expectation, the central limit theorem, and strong laws of large numbers with respect to martingale theory. Comprised of eight chapters, this volume begins with an overview of the basic concepts of the theory of measure and integration, followed by a presentation of various applications of the basic integration theory. The reader is then introduced to functional analysis, with emphasis on structures that can be defined on vector spaces. Subsequent chapters focus on the connection between measure theory and topology; basic concepts of probability; and conditional probability and expectation. Strong laws of large numbers are also examined, first from the classical viewpoint, and then via martingale theory. The final chapter is devoted to the one-dimensional central limit problem, paying particular attention to the fundamental role of Prokhorov's weak compactness theorem. This book is intended primarily for students taking a graduate course in probability.


Counterexamples in Probability and Real Analysis

Counterexamples in Probability and Real Analysis

Author: Gary L. Wise

Publisher: Oxford University Press

Published: 1993-10-07

Total Pages: 224

ISBN-13: 019536130X

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A counterexample is any example or result that is the opposite of one's intuition or to commonly held beliefs. Counterexamples can have great educational value in illuminating complex topics that are difficult to explain in a rigidly logical, written presentation. For example, ideas in mathematical sciences that might seem intuitively obvious may be proved incorrect with the use of a counterexample. This monograph concentrates on counterexamples for use at the intersection of probability and real analysis, which makes it unique among such treatments. The authors argue convincingly that probability theory cannot be separated from real analysis, and this book contains over 300 examples related to both the theory and application of mathematics. Many of the examples in this collection are new, and many old ones, previously buried in the literature, are now accessible for the first time. In contrast to several other collections, all of the examples in this book are completely self-contained--no details are passed off to obscure outside references. Students and theorists across fields as diverse as real analysis, probability, statistics, and engineering will want a copy of this book.


Book Synopsis Counterexamples in Probability and Real Analysis by : Gary L. Wise

Download or read book Counterexamples in Probability and Real Analysis written by Gary L. Wise and published by Oxford University Press. This book was released on 1993-10-07 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: A counterexample is any example or result that is the opposite of one's intuition or to commonly held beliefs. Counterexamples can have great educational value in illuminating complex topics that are difficult to explain in a rigidly logical, written presentation. For example, ideas in mathematical sciences that might seem intuitively obvious may be proved incorrect with the use of a counterexample. This monograph concentrates on counterexamples for use at the intersection of probability and real analysis, which makes it unique among such treatments. The authors argue convincingly that probability theory cannot be separated from real analysis, and this book contains over 300 examples related to both the theory and application of mathematics. Many of the examples in this collection are new, and many old ones, previously buried in the literature, are now accessible for the first time. In contrast to several other collections, all of the examples in this book are completely self-contained--no details are passed off to obscure outside references. Students and theorists across fields as diverse as real analysis, probability, statistics, and engineering will want a copy of this book.


Real Analysis and Probability

Real Analysis and Probability

Author: R. M. Dudley

Publisher: Springer

Published: 1989-03-02

Total Pages: 436

ISBN-13: 9780534100506

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This is a clear presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures.


Book Synopsis Real Analysis and Probability by : R. M. Dudley

Download or read book Real Analysis and Probability written by R. M. Dudley and published by Springer. This book was released on 1989-03-02 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a clear presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures.


Real Analysis and Probability

Real Analysis and Probability

Author: R. M. Dudley

Publisher: CRC Press

Published: 2018-02-01

Total Pages: 405

ISBN-13: 1351093096

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Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures. This text is the first at this level to include discussions of the subadditive ergodic theorems, metrics for convergence in laws and the Borel isomorphism theory. The proofs for the theorems are consistently brief and clear and each chapter concludes with a set of historical notes and references. This book should be of interest to students taking degree courses in real analysis and/or probability theory.


Book Synopsis Real Analysis and Probability by : R. M. Dudley

Download or read book Real Analysis and Probability written by R. M. Dudley and published by CRC Press. This book was released on 2018-02-01 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the best-known probabilists in the world this text offers a clear and modern presentation of modern probability theory and an exposition of the interplay between the properties of metric spaces and those of probability measures. This text is the first at this level to include discussions of the subadditive ergodic theorems, metrics for convergence in laws and the Borel isomorphism theory. The proofs for the theorems are consistently brief and clear and each chapter concludes with a set of historical notes and references. This book should be of interest to students taking degree courses in real analysis and/or probability theory.


Measure, Integration & Real Analysis

Measure, Integration & Real Analysis

Author: Sheldon Axler

Publisher: Springer Nature

Published: 2019-11-29

Total Pages: 430

ISBN-13: 3030331431

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This open access textbook welcomes students into the fundamental theory of measure, integration, and real analysis. Focusing on an accessible approach, Axler lays the foundations for further study by promoting a deep understanding of key results. Content is carefully curated to suit a single course, or two-semester sequence of courses, creating a versatile entry point for graduate studies in all areas of pure and applied mathematics. Motivated by a brief review of Riemann integration and its deficiencies, the text begins by immersing students in the concepts of measure and integration. Lebesgue measure and abstract measures are developed together, with each providing key insight into the main ideas of the other approach. Lebesgue integration links into results such as the Lebesgue Differentiation Theorem. The development of products of abstract measures leads to Lebesgue measure on Rn. Chapters on Banach spaces, Lp spaces, and Hilbert spaces showcase major results such as the Hahn–Banach Theorem, Hölder’s Inequality, and the Riesz Representation Theorem. An in-depth study of linear maps on Hilbert spaces culminates in the Spectral Theorem and Singular Value Decomposition for compact operators, with an optional interlude in real and complex measures. Building on the Hilbert space material, a chapter on Fourier analysis provides an invaluable introduction to Fourier series and the Fourier transform. The final chapter offers a taste of probability. Extensively class tested at multiple universities and written by an award-winning mathematical expositor, Measure, Integration & Real Analysis is an ideal resource for students at the start of their journey into graduate mathematics. A prerequisite of elementary undergraduate real analysis is assumed; students and instructors looking to reinforce these ideas will appreciate the electronic Supplement for Measure, Integration & Real Analysis that is freely available online. For errata and updates, visit https://measure.axler.net/


Book Synopsis Measure, Integration & Real Analysis by : Sheldon Axler

Download or read book Measure, Integration & Real Analysis written by Sheldon Axler and published by Springer Nature. This book was released on 2019-11-29 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access textbook welcomes students into the fundamental theory of measure, integration, and real analysis. Focusing on an accessible approach, Axler lays the foundations for further study by promoting a deep understanding of key results. Content is carefully curated to suit a single course, or two-semester sequence of courses, creating a versatile entry point for graduate studies in all areas of pure and applied mathematics. Motivated by a brief review of Riemann integration and its deficiencies, the text begins by immersing students in the concepts of measure and integration. Lebesgue measure and abstract measures are developed together, with each providing key insight into the main ideas of the other approach. Lebesgue integration links into results such as the Lebesgue Differentiation Theorem. The development of products of abstract measures leads to Lebesgue measure on Rn. Chapters on Banach spaces, Lp spaces, and Hilbert spaces showcase major results such as the Hahn–Banach Theorem, Hölder’s Inequality, and the Riesz Representation Theorem. An in-depth study of linear maps on Hilbert spaces culminates in the Spectral Theorem and Singular Value Decomposition for compact operators, with an optional interlude in real and complex measures. Building on the Hilbert space material, a chapter on Fourier analysis provides an invaluable introduction to Fourier series and the Fourier transform. The final chapter offers a taste of probability. Extensively class tested at multiple universities and written by an award-winning mathematical expositor, Measure, Integration & Real Analysis is an ideal resource for students at the start of their journey into graduate mathematics. A prerequisite of elementary undergraduate real analysis is assumed; students and instructors looking to reinforce these ideas will appreciate the electronic Supplement for Measure, Integration & Real Analysis that is freely available online. For errata and updates, visit https://measure.axler.net/


Real Analysis

Real Analysis

Author: Gerald B. Folland

Publisher: John Wiley & Sons

Published: 2013-06-11

Total Pages: 368

ISBN-13: 1118626397

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An in-depth look at real analysis and its applications-now expanded and revised. This new edition of the widely used analysis book continues to cover real analysis in greater detail and at a more advanced level than most books on the subject. Encompassing several subjects that underlie much of modern analysis, the book focuses on measure and integration theory, point set topology, and the basics of functional analysis. It illustrates the use of the general theories and introduces readers to other branches of analysis such as Fourier analysis, distribution theory, and probability theory. This edition is bolstered in content as well as in scope-extending its usefulness to students outside of pure analysis as well as those interested in dynamical systems. The numerous exercises, extensive bibliography, and review chapter on sets and metric spaces make Real Analysis: Modern Techniques and Their Applications, Second Edition invaluable for students in graduate-level analysis courses. New features include: * Revised material on the n-dimensional Lebesgue integral. * An improved proof of Tychonoff's theorem. * Expanded material on Fourier analysis. * A newly written chapter devoted to distributions and differential equations. * Updated material on Hausdorff dimension and fractal dimension.


Book Synopsis Real Analysis by : Gerald B. Folland

Download or read book Real Analysis written by Gerald B. Folland and published by John Wiley & Sons. This book was released on 2013-06-11 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: An in-depth look at real analysis and its applications-now expanded and revised. This new edition of the widely used analysis book continues to cover real analysis in greater detail and at a more advanced level than most books on the subject. Encompassing several subjects that underlie much of modern analysis, the book focuses on measure and integration theory, point set topology, and the basics of functional analysis. It illustrates the use of the general theories and introduces readers to other branches of analysis such as Fourier analysis, distribution theory, and probability theory. This edition is bolstered in content as well as in scope-extending its usefulness to students outside of pure analysis as well as those interested in dynamical systems. The numerous exercises, extensive bibliography, and review chapter on sets and metric spaces make Real Analysis: Modern Techniques and Their Applications, Second Edition invaluable for students in graduate-level analysis courses. New features include: * Revised material on the n-dimensional Lebesgue integral. * An improved proof of Tychonoff's theorem. * Expanded material on Fourier analysis. * A newly written chapter devoted to distributions and differential equations. * Updated material on Hausdorff dimension and fractal dimension.


Analysis and Probability

Analysis and Probability

Author: Aurel Spataru

Publisher: Newnes

Published: 2013-01-12

Total Pages: 459

ISBN-13: 0124017274

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Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding of probability. The first part of the book systematically presents concepts and results from analysis before embarking on the study of probability theory. The initial section will also be useful for those interested in topology, measure theory, real analysis and functional analysis. The second part of the book presents the concepts, methodology and fundamental results of probability theory. Exercises are included throughout the text, not just at the end, to teach each concept fully as it is explained, including presentations of interesting extensions of the theory. The complete and detailed nature of the book makes it ideal as a reference book or for self-study in probability and related fields. Covers a wide range of subjects including f-expansions, Fuk-Nagaev inequalities and Markov triples. Provides multiple clearly worked exercises with complete proofs. Guides readers through examples so they can understand and write research papers independently.


Book Synopsis Analysis and Probability by : Aurel Spataru

Download or read book Analysis and Probability written by Aurel Spataru and published by Newnes. This book was released on 2013-01-12 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding of probability. The first part of the book systematically presents concepts and results from analysis before embarking on the study of probability theory. The initial section will also be useful for those interested in topology, measure theory, real analysis and functional analysis. The second part of the book presents the concepts, methodology and fundamental results of probability theory. Exercises are included throughout the text, not just at the end, to teach each concept fully as it is explained, including presentations of interesting extensions of the theory. The complete and detailed nature of the book makes it ideal as a reference book or for self-study in probability and related fields. Covers a wide range of subjects including f-expansions, Fuk-Nagaev inequalities and Markov triples. Provides multiple clearly worked exercises with complete proofs. Guides readers through examples so they can understand and write research papers independently.


Real Analysis

Real Analysis

Author: Jewgeni H. Dshalalow

Publisher: CRC Press

Published: 2000-09-28

Total Pages: 583

ISBN-13: 1420036890

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Designed for use in a two-semester course on abstract analysis, REAL ANALYSIS: An Introduction to the Theory of Real Functions and Integration illuminates the principle topics that constitute real analysis. Self-contained, with coverage of topology, measure theory, and integration, it offers a thorough elaboration of major theorems, notions, and co


Book Synopsis Real Analysis by : Jewgeni H. Dshalalow

Download or read book Real Analysis written by Jewgeni H. Dshalalow and published by CRC Press. This book was released on 2000-09-28 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed for use in a two-semester course on abstract analysis, REAL ANALYSIS: An Introduction to the Theory of Real Functions and Integration illuminates the principle topics that constitute real analysis. Self-contained, with coverage of topology, measure theory, and integration, it offers a thorough elaboration of major theorems, notions, and co


Real Analysis

Real Analysis

Author: N. L. Carothers

Publisher: Cambridge University Press

Published: 2000-08-15

Total Pages: 420

ISBN-13: 9780521497565

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A text for a first graduate course in real analysis for students in pure and applied mathematics, statistics, education, engineering, and economics.


Book Synopsis Real Analysis by : N. L. Carothers

Download or read book Real Analysis written by N. L. Carothers and published by Cambridge University Press. This book was released on 2000-08-15 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: A text for a first graduate course in real analysis for students in pure and applied mathematics, statistics, education, engineering, and economics.