Measure and Probability - (Second Edition)

Author: Yan Shijian, Liu Xiufang
Publisher:
Publish Date: 2003-04-01
Features: This book discusses the basic knowledge and methods of measure theory and probability theory based on measure theory, including sets and their cardinality, metric spaces, measures and probability, measurable functions and random variables, integration and mathematical expectation, product measures and independence, the Radon–Nikodym theorem and conditional expectation, probability limit theory, etc. The features of this book are that readers do not need to study real analysis to learn measure theory; the basic content of measure theory and probability theory is closely integrated, which is more beneficial for understanding the relationship and essence between the two; as much as possible under the basic objectives of this book, the content is made modernized; the text is clear, well-organized, rigorous, and easy to learn; there are numerous exercises with different requirements after each section to deepen the understanding and mastery of the content. This book can be used as a textbook or reference book for advanced students or graduate students in relevant fields for measure theory (or real analysis), probability theory, or both, and can also be referred to by relevant teachers and scientific and technological workers.