Measure Theory and Probability Theory (Record no. 57454)

MARC details
000 -LEADER
fixed length control field 05975nam a22005295i 4500
001 - CONTROL NUMBER
control field 978-0-387-35434-7
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250710083955.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100301s2006 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387354347
-- 99780387354347
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-0-387-35434-7
Source of number or code doi
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition information 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Athreya, Krishna B.
Relator term author.
245 10 - TITLE STATEMENT
Title Measure Theory and Probability Theory
Medium [recurso electrónico] /
Statement of responsibility, etc. by Krishna B. Athreya, Soumendra N. Lahiri.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York,
Date of production, publication, distribution, manufacture, or copyright notice 2006.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 618 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term recurso en línea
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Springer Texts in Statistics,
International Standard Serial Number 1431-875X
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Measures and Integration: An Informal Introduction -- Measures -- Integration -- Lp-Spaces -- Differentiation -- Product Measures, Convolutions, and Transforms -- Probability Spaces -- Independence -- Laws of Large Numbers -- Convergence in Distribution -- Characteristic Functions -- Central Limit Theorems -- Conditional Expectation and Conditional Probability -- Discrete Parameter Martingales -- Markov Chains and MCMC -- Stochastic Processes -- Limit Theorems for Dependent Processes -- The Bootstrap -- Branching Processes.
520 ## - SUMMARY, ETC.
Summary, etc. This is a graduate level textbook on measure theory and probability theory. The book can be used as a text for a two semester sequence of courses in measure theory and probability theory, with an option to include supplemental material on stochastic processes and special topics. It is intended primarily for first year Ph.D. students in mathematics and statistics although mathematically advanced students from engineering and economics would also find the book useful. Prerequisites are kept to the minimal level of an understanding of basic real analysis concepts such as limits, continuity, differentiability, Riemann integration, and convergence of sequences and series. A review of this material is included in the appendix. The book starts with an informal introduction that provides some heuristics into the abstract concepts of measure and integration theory, which are then rigorously developed. The first part of the book can be used for a standard real analysis course for both mathematics and statistics Ph.D. students as it provides full coverage of topics such as the construction of Lebesgue-Stieltjes measures on real line and Euclidean spaces, the basic convergence theorems, L^p spaces, signed measures, Radon-Nikodym theorem, Lebesgue's decomposition theorem and the fundamental theorem of Lebesgue integration on R, product spaces and product measures, and Fubini-Tonelli theorems. It also provides an elementary introduction to Banach and Hilbert spaces, convolutions, Fourier series and Fourier and Plancherel transforms. Thus part I would be particularly useful for students in a typical Statistics Ph.D. program if a separate course on real analysis is not a standard requirement. Part II (chapters 6-13) provides full coverage of standard graduate level probability theory. It starts with Kolmogorov's probability model and Kolmogorov's existence theorem. It then treats thoroughly the laws of large numbers including renewal theory and ergodic theorems with applications and then weak convergence of probability distributions, characteristic functions, the Levy-Cramer continuity theorem and the central limit theorem as well as stable laws. It ends with conditional expectations and conditional probability, and an introduction to the theory of discrete time martingales. Part III (chapters 14-18) provides a modest coverage of discrete time Markov chains with countable and general state spaces, MCMC, continuous time discrete space jump Markov processes, Brownian motion, mixing sequences, bootstrap methods, and branching processes. It could be used for a topics/seminar course or as an introduction to stochastic processes. Krishna B. Athreya is a professor at the departments of mathematics and statistics and a Distinguished Professor in the College of Liberal Arts and Sciences at the Iowa State University. He has been a faculty member at University of Wisconsin, Madison; Indian Institute of Science, Bangalore; Cornell University; and has held visiting appointments in Scandinavia and Australia. He is a fellow of the Institute of Mathematical Statistics USA; a fellow of the Indian Academy of Sciences, Bangalore; an elected member of the International Statistical Institute; and serves on the editorial board of several journals in probability and statistics. Soumendra N. Lahiri is a professor at the department of statistics at the Iowa State University. He is a fellow of the Institute of Mathematical Statistics, a fellow of the American Statistical Association, and an elected member of the International Statistical Institute.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element COMPUTER SCIENCE.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element OPERATIONS RESEARCH.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element DISTRIBUTION (PROBABILITY THEORY).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICAL STATISTICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ECONOMETRICS.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element PROBABILITY THEORY AND STOCHASTIC PROCESSES.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MEASURE AND INTEGRATION.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element STATISTICAL THEORY AND METHODS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element PROBABILITY AND STATISTICS IN COMPUTER SCIENCE.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ECONOMETRICS.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lahiri, Soumendra N.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9780387329031
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer Texts in Statistics,
International Standard Serial Number 1431-875X
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-0-387-35434-7">http://dx.doi.org/10.1007/978-0-387-35434-7</a>
Public note Ver el texto completo en las instalaciones del CICY
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-- ZDB-2-SMA
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Libros electrónicos
Holdings
Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
  Dewey Decimal Classification     Libro electrónico CICY CICY Libro electrónico 10.07.2025   519.2 10.07.2025 10.07.2025 Libros electrónicos