Real Analysis and Probability

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Cambridge University Press, Oct 14, 2002 - Mathematics - 555 pages
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This classic text offers a clear exposition of modern probability theory.
 

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Contents

Foundations Set Theory
1
General Topology
24
Measures
85
Integration
114
LР Spaces Introduction to Functional Analysis
152
Convex Sets and Duality of Normed Spaces
188
Measure Topology and Differentiation
222
Introduction to Probability Theory
250
Convergence of Laws and Central Limit Theorems
282
Conditional Expectations and Martingales
336
Convergence of Laws on Separable Metric Spaces
385
Stochastic Processes
439
Measurability Borel Isomorphism and Analytic Sets
487
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About the author (2002)

R. M. Dudley is a Professor of Mathematics at the Massachusetts Institute of Technology in Cambridge, Massachusetts.

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