Measure Theory and Probability


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Measure Theory and Probability - Adams, Malcolm, and Guillemin, Victor
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Measure theory and integration are presented to undergraduates from the perspective of probability theory. The first chapter shows why measure theory is needed for the formulation of problems in probability, and explains why one would have been forced to invent Lebesgue theory (had it not already existed) to contend with the paradoxes of large numbers. The measure-theoretic approach then leads to interesting applications and a range of topics that include the construction of the Lebesgue measure on R [superscript n] (metric ...

Measure Theory and Probability 1996, Birkhauser, Boston, MA

ISBN-13: 9780817638849

1996 edition


Measure Theory & Probability 1986, Springer, Dordrecht

ISBN-13: 9780534063306