The Resource Real analysis and probability, R.M. Dudley

Real analysis and probability, R.M. Dudley

Label
Real analysis and probability
Title
Real analysis and probability
Statement of responsibility
R.M. Dudley
Title variation
Real Analysis & Probability
Creator
Author
Subject
Language
eng
Summary
This 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
Member of
Cataloging source
UkCbUP
http://library.link/vocab/creatorName
Dudley, R. M.
Dewey number
515
Index
index present
LC call number
QA300
LC item number
.D83 2002
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Cambridge studies in advanced mathematics
Series volume
74
http://library.link/vocab/subjectName
  • Mathematical analysis
  • Functions of real variables
  • Probabilities
Label
Real analysis and probability, R.M. Dudley
Link
https://doi.org/10.1017/CBO9780511755347
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Edition
Second edition.
Extent
1 online resource (x, 555 pages)
Form of item
online
Isbn
9780511755347
Isbn Type
(ebook)
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(UkCbUP)CR9780511755347
Label
Real analysis and probability, R.M. Dudley
Link
https://doi.org/10.1017/CBO9780511755347
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Edition
Second edition.
Extent
1 online resource (x, 555 pages)
Form of item
online
Isbn
9780511755347
Isbn Type
(ebook)
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(UkCbUP)CR9780511755347

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