Measure Theory and Probability by A.K. Basu
English | December 13, 2012 | ISBN: 8120343859 | 240 pages | AZW3 | 15 MB
English | December 13, 2012 | ISBN: 8120343859 | 240 pages | AZW3 | 15 MB
This compact and well-written book is an outgrowth of the author’s several lectures which he delivered for advanced undergraduate course (honours) at Laurentian University, Canada. The book presents the Lebesgue theory of measure and integration, using probability theory as the motivating force. This is in contrast to the conventional approaches in which probability theory is usually developed after thorough exposure to the theorems and techniques of measure and integration. The book provides a rigorous treatment of mathematical theory and finely blends these with their applications. A large number of worked-out problems make the book ideal for self-study.
It is intended for the first-year postgraduate students for their courses in statistics and mathematics (pure and applied), computer science, and electrical and industrial engineering.