Probability & Measure Theory

by Robert B. Ash, Catherine A. Doléans-Dade

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.
* Clear, readable style
* Solutions to many problems presented in text
* Solutions manual for instructors
* Material new to the second edition on ergodic theory, Brownian motion, and convergence theorems used in statistics
* No knowledge of general topology required, just basic analysis and metric spaces
* Efficient organization

Genres: Mathematics, Textbooks

528 pages, Hardcover

First published December 20, 1999

About the author

Professor Emeritus, Mathematics
University of Illinois at Urbana-Champaign

Reviews

[Jerzy · Rating 4 out of 5]

Good solid book on the topic. Plenty of helpful exercises. I used this for a class along with Probability: Theory and Examples and they complement each other well. We used this one more at the start, since it covers the underlying measure theory in more detail.
The font for some of the symbols made them a bit hard to read.