Measures, Integrals and Martingales 2024 pdf epub mobi 电子书

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发表于2024-12-23

Measures, Integrals and Martingales 2024 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:René L. Schilling

出品人:

页数:396

译者:

出版时间:2005-11-10

价格:GBP 39.99

装帧:Paperback

isbn号码:9780521615259

丛书系列:

图书标签: 数学测度论 textbook 教材 math Probability Mathematics

Measures, Integrals and Martingales 2024 pdf epub mobi 电子书图书描述

This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability theory. The basic theory - measures, integrals, convergence theorems, Lp-spaces and multiple integrals - is explored in the first part of the book. The second part then uses the notion of martingales to develop the theory further, covering topics such as Jacobi's generalized transformation Theorem, the Radon-Nikodym theorem, Hardy-Littlewood maximal functions or general Fourier series. Undergraduate calculus and an introductory course on rigorous analysis are the only essential prerequisites, making this text suitable for both lecture courses and for self-study. Numerous illustrations and exercises are included and these are not merely drill problems but are there to consolidate what has already been learnt and to discover variants, sideways and extensions to the main material. Hints and solutions can be found on the author's website, which can be reached from www.cambridge.org/9780521615259.

Measures, Integrals and Martingales 2024 pdf epub mobi 电子书

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