Introdction to Measure and Probability
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Introdction to Measure and Probability by J. F. C. Kingman
Book DescriptionThe authors believe that a proper treatment of probability theory requires an adequate background in the theory of finite measures in general spaces. The first part of their book sets out this material in a form that not only provides an introduction for intending specialists in measure theory but also meets the needs of students of probability. The theory of measure and integration is presented for general spaces, with Lebesgue measure and the Lebesgue integral considered as important examples whose special properties are obtained. The introduction to functional analysis which follows covers the material (such as the various notions of convergence) which is relevant to probability theory and also the basic theory of L2-spaces, important in modern physics. The second part of the book is an account of the fundamental theoretical ideas which underlie the applications of probability in statistics and elsewhere, developed from the results obtained in the first part. A large number of examples is included; these form an essential part of the development.
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Book DetailsISBN: 9780521090322
(228mm x 152mm x 24mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 20-Nov-2008
Country of Publication: United Kingdom
Books By Author J. F. C. Kingman
Poisson Processes, Hardback (December 1992)
Random scattering of points occur in many different applications. The Poisson process is a flexible and usable model for such phenomena which is often neglected. This book details the wide applicability of Poisson processes in one or more dimensions.
Mathematics of Genetic Diversity, Paperback (January 1987)
This book draws together some mathematical ideas that are useful in population genetics.
Probability, Statistics and Analysis, Paperback (February 1983)» View all books by J. F. C. Kingman
This collection of papers is dedicated to David Kendall, the topics will interest postgraduate and research mathematicians.
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