ISBN is

978-0-471-03173-4 / 0471031739

Probability and Measure (Probability & Mathematical Statistics)

by Billingsley, Patrick

Publisher:John Wiley & Sons Inc

Edition:Hardcover

Language:English

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About the book:

A senior-graduate level text and reference that links the disciplines of probability and measure theory. Including many practical problems and examples, it begins with an introduction to Borel's normal number theorem, proved by calculus alone, followed by short sections that establish the existence and fundamental properties of probability measures, including Lebesque measure on the unit interval. Coverage includes topics in measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes.

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