Measures and Probabilities

Michel Simonnet (Autor)

Buch | Softcover

510 Seiten

1996 | Softcover reprint of the original 1st ed. 1996
Springer-Verlag New York Inc.
978-0-387-94644-3 (ISBN)

Artikel merken

Integration theory holds a prime position, whether in pure mathematics or in various fields of applied mathematics. It plays a central role in analysis; it is the basis of probability theory and provides an indispensable tool in mathe matical physics, in particular in quantum mechanics and statistical mechanics. Therefore, many textbooks devoted to integration theory are already avail able. The present book by Michel Simonnet differs from the previous texts in many respects, and, for that reason, it is to be particularly recommended. When dealing with integration theory, some authors choose, as a starting point, the notion of a measure on a family of subsets of a set; this approach is especially well suited to applications in probability theory. Other authors prefer to start with the notion of Radon measure (a continuous linear func tional on the space of continuous functions with compact support on a locally compact space) because it plays an important role in analysis and prepares for the study of distribution theory. Starting off with the notion of Daniell measure, Mr. Simonnet provides a unified treatment of these two approaches.

I Integration Relative to Daniell Measures.- 1 Riesz Spaces.- 2 Measures on Semirings.- 3 Integrable and Measurable Functions.- 4 Lebesgue Measure on R.- 5 Lp Spaces.- 6 Integrable Functions for Measures on Semirings.- 7 Radon Measures.- 8 Regularity.- II Operations on Measures Defined on Semirings.- 9 Induced Measures and Product Measures.- 10 Radon-Nikodym Derivatives.- 11 Images of Measures.- 12 Change of Variables.- 13 Stieltjes Integral.- 14 The Fourier Transform in Rk.- III Convergence of Random Variables; Conditional Expectation.- 15 The Strong Law of Large Numbers.- 16 The Central Limit Theorem.- 17 Order Statistics.- 18 Conditional Probability.- IV Operations on Radon Measures.- 19 ?-Adequate Family of Measures.- 20 Radon Measures Defined by Densities.- 21 Images of Radon Measures and Product Measures.- 22 Operations on Regular Measures.- 23 Haar Measures.- 24 Convolution of Measures.- Symbol Index.

Reihe/Serie	Universitext
Vorwort	C.-M. Marle
Zusatzinfo	510 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Geometrie / Topologie
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-387-94644-6 / 0387946446
ISBN-13	978-0-387-94644-3 / 9780387946443
Zustand	Neuware