000 02477nam a22003978i 4500
001 CR9780511755347
003 UkCbUP
005 20200124160224.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100422s2002||||enk o ||1 0|eng|d
020 _a9780511755347 (ebook)
020 _z9780521809726 (hardback)
020 _z9780521007542 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA300
_b.D83 2002
082 0 0 _a515
_221
100 1 _aDudley, R. M.
_q(Richard M.),
_eauthor.
245 1 0 _aReal analysis and probability /
_cR.M. Dudley.
246 3 _aReal Analysis & Probability
250 _aSecond edition.
264 1 _aCambridge :
_bCambridge University Press,
_c2002.
300 _a1 online resource (x, 555 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge studies in advanced mathematics ;
_v74
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520 _aThis classic textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations and martingale's convergence. A chapter on stochastic processes introduces Brownian motion and the Brownian bridge. The edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.
650 0 _aMathematical analysis.
650 0 _aFunctions of real variables.
650 0 _aProbabilities.
776 0 8 _iPrint version:
_z9780521809726
830 0 _aCambridge studies in advanced mathematics ;
_v74.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511755347
999 _c516992
_d516990