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Elements of measure and probability

Bose, Arup

Elements of measure and probability - New Delhi : Hindustan Book Agency, 2025. - xix, 308 pages - Texts and readings in mathematics ; 88 .

Includes bibliographical references and index.

This is an introduction to Measure Theory and Measure Theoretic Probability at the upper undergraduate and graduate levels. A familiarity with real analysis is required. Some background in basic probability would be helpful, but is not essential.

The book can be used for courses in both mathematics and mathematical statistics. All the standard topics in measure theory and probability are covered. A large number of exercises are provided throughout the book.

9788198831767


Measure and Integration
Measure theory
Probabilities
Probability theory
Radon-Nikodym theorem
Skorokhod’s embedding
Isserlis’ formula

517.518.1 / BOS-E