Probability and Measure Theory (Hardcover)

By Robert B. Ash, Catherine A. Doleans-Dade

Academic Press, 9780120652020, 516pp.

Publication Date: December 6, 1999

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Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.