Dudley, R. M. (Richard M.)
Real analysis and probability / R.M. Dudley.
— Cambridge ; New York : Cambridge University Press, 2002. x, 555 p. ; 24 cm. — (Cambridge studies in advanced mathematics ; 74)
Reimpresión revisada del original publicado por Wadsworth & Brooks/Cole en 1989.
Incluye referencias bibliográficas e índices.
Contenido: 1. Foundations; set theory — 2. General topology — 3. Measures — 4. Integration — 5. Lp spaces; introduction to functional analysis — 6. Convex sets and duality of normed spaces — 7. Measure, topology, and differentiation — 8. Introduction to probability theory — 9. Convergence of laws and central limit theorems — 10. Conditional expectations and martingales — 11. Convergence of laws on separable metric spaces — 12. Stochastic processes — 13. Measurability: Borel isomorphism and analytic sets — Appendixes: A. Axiomatic set theory — B. Complex numbers, vector spaces, and Taylor's theorem with remainder — C. The problem of measure — D. Rearranging sums of nonnegative terms — E. Pathologies of compact nonmetric spaces.
ISBN 052180972X (hardback). — ISBN 0521007542 (pbk.)
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