The KCAU Library

An introduction to measure-theoretic probability /

Roussas, George G.,

An introduction to measure-theoretic probability / by George G. Roussas. - Second edition. - Amsterdam : Elsevier, 2014. - xxiv, 401 pages : illustrations ; 25 cm.

Includes bibliographical references and index.

"In this introductory chapter, the concepts of a field and of a [sigma]-field are introduced, they are illustrated bymeans of examples, and some relevant basic results are derived.Also, the concept of a monotone class is defined and its relationship to certain fields and [sigma]-fields is investigated. Given a collection of measurable spaces, their product space is defined, and some basic properties are established. The concept of a measurable mapping is introduced, and its relation to certain [sigma]-fields is studied. Finally, it is shown that any random variable is the pointwise limit of a sequence of simple random variables"--

9780128000427

2014007243


Probability.
Measure theory.

QA273 / .R864 2014

519.2
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