Real analysis and probability /

This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this new edition, and a number of new exercises have been ad...

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Bibliographic Details
Main Author: Dudley, R. M.
Format: eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2002.
Series:Cambridge studies in advanced mathematics ; 74.
Subjects:
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490 1 |a Cambridge studies in advanced mathematics ;  |v 74 
504 |a Includes bibliographical references and index. 
520 |a This classic graduate textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The comprehensive historical notes have been further amplified for this new edition, and a number of new exercises have been added, together with hints for solution. 
505 0 |a Cover; Half-title; Series-title; Title; Copyright; Contents; Preface to the Cambridge Edition; 1 Foundations; Set Theory; 2 General Topology; 3 Measures; 4 Integration; 5 L Spaces; Introduction to Functional Analysis; 6 Convex Sets and Duality of Normed Spaces; 7 Measure, Topology, and Differentiation; 8 Introduction to Probability Theory; 9 Convergence of Laws and Central Limit Theorems; 10 Conditional Expectations and Martingales; 11 Convergence of Laws on Separable Metric Spaces; 12 Stochastic Processes; 13 Measurability; A Axiomatic Set Theory. 
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650 0 |a Functions of real variables. 
650 0 |a Probabilities. 
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