Böcker av Siva (Indian Academy of Sciences Athreya

This book covers the fundamentals of measure theory and probability theory. Topics include the construction of Lebesgue measure via Caratheodory's outer measure approach; integration and standard convergence theorems; complex measures, Lp spaces, Radon-Nikodym theorem, and the Riesz representation theorem.

Covers the fundamentals of measure theory and probability theory. This title begins with the construction of Lebesgue measure via Caratheodory's outer measure approach and goes on to discuss integration and standard convergence theorems. It also discusses discrete time Markov chains, stationary distributions, and limit theorems.