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An Introduction to Measure and Probability

  • Textbook
  • © 1997

Overview

Authors:
  1. J. C. Taylor

    1. Department of Mathematics and Statistics, McGill University, Montreal, Canada

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-xvii
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  2. Probability Spaces

    • J. C. Taylor
    Pages 1-28

  3. Integration

    • J. C. Taylor
    Pages 29-85

  4. Independence and Product Measures

    • J. C. Taylor
    Pages 86-136

  5. Convergence of Random Variables and Measurable Functions

    • J. C. Taylor
    Pages 137-209

  6. Conditional Expectation and an Introduction to Martingales

    • J. C. Taylor
    Pages 210-249

  7. An Introduction to Weak Convergence

    • J. C. Taylor
    Pages 250-290

  8. Back Matter

    Pages 291-299
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Keywords

About this book

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.

Authors and Affiliations

  • Department of Mathematics and Statistics, McGill University, Montreal, Canada

    J. C. Taylor

Bibliographic Information

  • Book Title: An Introduction to Measure and Probability

  • Authors: J. C. Taylor

  • DOI: https://doi.org/10.1007/978-1-4612-0659-0

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1997

  • Softcover ISBN: 978-0-387-94830-0Published: 15 November 1996

  • eBook ISBN: 978-1-4612-0659-0Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: XVII, 324

  • Number of Illustrations: 4 b/w illustrations

  • Topics: Probability Theory and Stochastic Processes, Real Functions

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