An introduction to measure-theoretic probability

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An introduction to measure-theoretic...

An introduction to measure-theoretic probability

Name: An introduction to measure-theoretic probability
ISBN: 9780128000427

Roussas, George G

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"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"--

Kategorie:

Mathematics

Rok:

2014

Wydanie:

Second edition

Wydawnictwo:

Academic Press

Język:

english

ISBN 10:

0128000422