Introduction to probability and measure

Introduction to probability and measure

by Parthasarathy, K. R.

Type Book
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According to a remark attributed to Mark Kac 'Probability Theory is a measure theory with a soul'. This book with its choice of proofs, remarks, examples and exercises has been prepared taking both these aesthetic and practical aspects into account.

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Title Statements

  • Full title :Introduction to probability and measure / K.R. Parthasarathy.

Summary

According to a remark attributed to Mark Kac 'Probability Theory is a measure theory with a soul'. This book with its choice of proofs, remarks, examples and exercises has been prepared taking both these aesthetic and practical aspects into account.

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Edition Statements

  • Publication Date:©2005.
  • Edition:[Rev. ed.]

Publication Statements

  • Publisher(s):Hindustan Book Agency
  • Place of Publication:New Delhi, India
  • Language:eng
  • Publication Date:©2005.

The Physical Object

  • Description:1 online resource (338 pages)

Edition Identifiers

  • ISBN:9789386279279, 9386279274
  • oclc:ocn681502029
  • LC Classification:QA273
  • Dewey Decimal:519.2

Table of Contents

Probability on Boolean algebras -- Extension of measures -- Borel maps -- Integration -- Measures on product spaces -- Hilbert space and conditional expectation -- Weak convergence of probability measures -- Invariant measures on groups.

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