Measures, Integrals and Martingales

Nonfiction, Science & Nature, Mathematics, Calculus, Statistics
Cover of the book Measures, Integrals and Martingales by René L. Schilling, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: René L. Schilling ISBN: 9781139931229
Publisher: Cambridge University Press Publication: November 10, 2005
Imprint: Cambridge University Press Language: English
Author: René L. Schilling
ISBN: 9781139931229
Publisher: Cambridge University Press
Publication: November 10, 2005
Imprint: Cambridge University Press
Language: English

This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability theory. The basic theory - measures, integrals, convergence theorems, Lp-spaces and multiple integrals - is explored in the first part of the book. The second part then uses the notion of martingales to develop the theory further, covering topics such as Jacobi's generalized transformation Theorem, the Radon-Nikodym theorem, Hardy-Littlewood maximal functions or general Fourier series. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study. Numerous illustrations and exercises are included and these are not merely drill problems but are there to consolidate what has already been learnt and to discover variants, sideways and extensions to the main material. Hints and solutions can be found on the author's website, which can be reached from www.cambridge.org/9780521615259.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability theory. The basic theory - measures, integrals, convergence theorems, Lp-spaces and multiple integrals - is explored in the first part of the book. The second part then uses the notion of martingales to develop the theory further, covering topics such as Jacobi's generalized transformation Theorem, the Radon-Nikodym theorem, Hardy-Littlewood maximal functions or general Fourier series. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study. Numerous illustrations and exercises are included and these are not merely drill problems but are there to consolidate what has already been learnt and to discover variants, sideways and extensions to the main material. Hints and solutions can be found on the author's website, which can be reached from www.cambridge.org/9780521615259.

More books from Cambridge University Press

Cover of the book The King James Bible by René L. Schilling
Cover of the book Fundamentals of Mobile Data Networks by René L. Schilling
Cover of the book The Bilingual Mind by René L. Schilling
Cover of the book The Cambridge Companion to Husserl by René L. Schilling
Cover of the book Calculated Risks by René L. Schilling
Cover of the book Economics and Culture by René L. Schilling
Cover of the book The Logic of Slavery by René L. Schilling
Cover of the book International Communism and the Spanish Civil War by René L. Schilling
Cover of the book A Concise History of Poland by René L. Schilling
Cover of the book Equivalents of the Riemann Hypothesis: Volume 2, Analytic Equivalents by René L. Schilling
Cover of the book The Business of Transition by René L. Schilling
Cover of the book Boiotia in Antiquity by René L. Schilling
Cover of the book Rescuing Human Rights by René L. Schilling
Cover of the book The BMT Data Book by René L. Schilling
Cover of the book Essential Mathematical Methods for the Physical Sciences by René L. Schilling
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy