Measure Theory And Integration by Unknown

Offers a treatment of measure and integration that begins with a brief review of the Riemann integral and proceeds to a construction of Lebesgue measure on the real line. This text also treats probabilistic concepts, in chapters on ergodic theory, probability spaces and random variables, Wiener measure and Brownian motion, and martingales.

• | Author: Unknown
• | Publisher: American Mathematical Society
• | Publication Date: Aug 01, 2006
• | Country of Publication: United States
• | Number of Pages: Unknown pages
• | Language: Not Available
• | Binding: Hardback
• | ISBN-10: 0821841807
• | ISBN-13: 9780821841808