Real analysis and probability - Dudley, R. M. (Richard M.) (Cambridge ; New York : Cambridge University Press, 2002)
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.
Reimpresión revisada del original publicado por Wadsworth & Brooks/Cole en 1989.
Incluye referencias bibliográficas e índices.
MR
Keywords: Mathematical analysis; Functions of real variables; Probabilities