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. ...
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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 ... This book forms a sister volume to Ren� Schilling's other book Counterexamples in Measure and Integration (...
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Add this copy of Measures, Integrals and Martingales to cart. $27.61, good condition, Sold by Book Forest rated 4.0 out of 5 stars, ships from San Rafael, CA, UNITED STATES, published 2006 by Cambridge University Press.
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Add this copy of Measures, Integrals and Martingales to cart. $31.00, very good condition, Sold by HPB-Ruby rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by Cambridge University Press.
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Add this copy of Measures Integrals and Martingales (Pb 2005) to cart. $55.40, new condition, Sold by Books International rated 4.0 out of 5 stars, ships from Toronto, ON, CANADA, published 2006 by Cambridge University Press.
Add this copy of Measures Integrals and Martingales (Pb 2005) to cart. $55.70, new condition, Sold by Books International rated 4.0 out of 5 stars, ships from Toronto, ON, CANADA, published 2006 by Cambridge University Press.
Add this copy of Measures, Integrals and Martingales to cart. $68.82, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2006 by Cambridge University Press.
