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Measure theory / J.L. Doob.

Math/Physics/Astronomy Library QA325 .D66 1994
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Format:
Book
Author/Creator:
Doob, Joseph L.
Series:
Graduate texts in mathematics ; 143.
Graduate texts in mathematics ; 143
Language:
English
Subjects (All):
Measure theory.
Probabilities.
Physical Description:
xii, 210 pages ; 24 cm.
Place of Publication:
New York : Springer-Verlag, [1994]
Summary:
This book is different from other books on measure theory in that it accepts probability theory as an essential part of measure theory. This means that many examples are taken from probability; that probabilistic concepts such as independence, Markov processes, and conditional expectations are integrated into the text rather than being relegate to an appendix; that more attention is paid to the role of algebras than is customary; and that the metric defining the distance between sets as the measure of their symmetric difference is exploited more than is customary.
Notes:
Includes index.
ISBN:
0387940553
3540940553
OCLC:
27973982

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