Probability and Measure, Anniversary Edition

Now re-issued in a new style and format, but with the same content of the Third Edition, Probability and Measure offers advanced students, scientists, and engineers and integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure so that probability problems generate an interest in measure theory and measure theory is, then, developed and applied to probability. Probability and Measure provides a thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. In recognition of thirty-five years of publication and having impacted tens of thousands of readers, the Anniversary Edition features a new open and user-friendly design, an updated bibliography, and a revised index. Like its previous editions, thie re-issue will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory. An extensive supplement of additional notes on the problems and chapter commentaries is available, at nominal cost, either independently or as a set with the book.