Measure, Probability and Functional Analysis
-
- Taschenbuch ausgewählt
- eBook
-
Sprache:Englisch
59,99 €
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
26.03.2025
Abbildungen
XX, 18 illus., 14 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen
Verlag
SpringerSeitenzahl
443
Maße (L/B/H)
23,5/15,5/2,4 cm
Gewicht
782 g
Sprache
Englisch
ISBN
978-3-031-84066-1
This textbook offers a self-contained introduction to probability, covering all topics required for further study in stochastic processes and stochastic analysis, as well as some advanced topics at the interface between probability and functional analysis.
The initial chapters provide a rigorous introduction to measure theory, with a special focus on probability spaces. Next, Lebesgue integration theory is developed in full detail covering the main methods and statements, followed by the important limit theorems of probability. Advanced limit theorems, such as the Berry-Esseen Theorem and Stein’s method, are included. The final part of the book explores interactions between probability and functional analysis. It includes an introduction to Banach function spaces, such as Lorentz and Orlicz spaces, and to random variables with values in Banach spaces. The Itô–Nisio Theorem, the Strong Law of Large Numbers in Banach spaces, and the Bochner, Pettis, and Dunford integrals are presented. As an application, Brownian motion is rigorously constructed and investigated using Banach function space methods.
Based on courses taught by the authors, this book can serve as the main text for a graduate-level course on probability, and each chapter contains a collection of exercises. The unique combination of probability and functional analysis, as well as the advanced and original topics included, will also appeal to researchers working in probability and related fields.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.
Kurze Frage zu unserer Seite
Vielen Dank für Ihr Feedback
Wir nutzen Ihr Feedback, um unsere Produktseiten zu verbessern. Bitte haben Sie Verständnis, dass wir Ihnen keine Rückmeldung geben können. Falls Sie Kontakt mit uns aufnehmen möchten, können Sie sich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice