by SivaAthreya (Author), V.S.Sunder (Author)
Covers the fundamentals of measure theory and probability theory. This title begins with the construction of Lebesgue measure via Caratheodory's outer measure approach and goes on to discuss integration and standard convergence theorems. It also discusses discrete time Markov chains, stationary distributions, and limit theorems.
Format: Hardcover
Pages: 232
Edition: 1
Publisher: CRC Press
Published: 19 Mar 2009
ISBN 10: 1439801266
ISBN 13: 9781439801260