1.

Record Nr.

UNINA990004889220403321

Autore

Gaultier, Jules De

Titolo

La vie mystique de la nature / Jules de Gaultier

Pubbl/distr/stampa

Paris : Les Tditions G. Crès et C.ie, 1924

Edizione

[2.a ed.]

Descrizione fisica

VI, 254 p. ; 19 cm

Locazione

FLFBC

Collocazione

3/XI C 51

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910986138703321

Autore

Goswami Alok

Titolo

Measure Theory for Analysis and Probability / / by Alok Goswami, B.V. Rao

Pubbl/distr/stampa

Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2025

ISBN

9789819779291

9819779294

Edizione

[1st ed. 2025.]

Descrizione fisica

1 online resource (387 pages)

Collana

Indian Statistical Institute Series, , 2523-3122

Altri autori (Persone)

RaoB. V

Disciplina

515.42

Soggetti

Measure theory

Probabilities

Measure and Integration

Probability Theory

Teoria de la mesura

Probabilitats

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Nota di contenuto

1. Measure Theory: Why and What -- 2. Measures: Construction and Properties -- 3. Measurable Functions and Integration -- 4. Random Variables and Random Vectors -- 5. Product Spaces -- 6. Radon-Nikodym Theorem and Lp Spaces -- 7. Convergence and Laws of Large Numbers -- 8. Weak convergence and Central Limit Theorem -- 9. Conditioning: The Right Approach -- 10. Infinite Products -- 11. Brownian Motion: A Brief Journey.

Sommario/riassunto

This book covers major measure theory topics with a fairly extensive study of their applications to probability and analysis. It begins by demonstrating the essential nature of measure theory before delving into the construction of measures and the development of integration theory. Special attention is given to probability spaces and random variables/vectors. The text then explores product spaces, Radon–Nikodym and Jordan–Hahn theorems, providing a detailed account of �������� spaces and their duals. After revisiting probability theory, it discusses standard limit theorems such as the laws of large numbers and the central limit theorem, with detailed treatment of weak convergence and the role of characteristic functions. The book further explores conditional probabilities and expectations, preceded by motivating discussions. It discusses the construction of probability measures on infinite product spaces, presenting Tulcea’s theorem and Kolmogorov’s consistency theorem. The text concludes with the construction of Brownian motion, examining its path properties and the significant strong Markov property. This comprehensive guide is invaluable not only for those pursuing probability theory seriously but also for those seeking a robust foundation in measure theory to advance in modern analysis. By effectively motivating readers, it underscores the critical role of measure theory in grasping fundamental probability concepts.