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Wiley Series in Probability and Mathematical Statistics
Probability and Measure
Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an 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 thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.
Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.
--back cover
Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.
--back cover
608 pages, Hardcover
First published January 1, 1979
15 people are currently reading
254 people want to read
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Displaying 1 - 9 of 9 reviews
December 17, 2014
in the general probability is somthing hard to understand , other thing the book was hard to read it , but it is interesting
February 20, 2021
Overall I'm quite happy with it, although then again I am comparing against Kallenberg so maybe my baseline is just skewed.
I also only read chapters 5 and 6 (convergence and conditionals), although I'd be surprised if earlier chapters were worse given the relatively easier material.
I also only read chapters 5 and 6 (convergence and conditionals), although I'd be surprised if earlier chapters were worse given the relatively easier material.
August 10, 2020
Almost any book on formal probability ends up referring to this book at some point.
Therefore, it’s better to just begin with this one.
It is worth to mention that it’s contained
Therefore, it’s better to just begin with this one.
It is worth to mention that it’s contained
December 8, 2021
Both concise and understandable (rare combination), really good examples, exercises were a bit challenging
December 18, 2021
all-time classic, doesn't need the recommendation
May 5, 2024
This book succeeds at its apparent goal: be a single, self-contained work on measure-theoretic probability. Having worked through Billingsley's book, if someone asked me how to learn measure-theoretic probability my answer would be to work through a book on measure theory (say, Royden's Real Analysis) without probability, and then read Kolmogorov's seminal work Foundations of the Theory of Probability which applies measure theory to probability.
Want to read
September 23, 2008Browsing through, this seems fairly well-written -- but I should wait until I've picked up some more background in real analyis.
Read
December 21, 2014i want to read it
May 10, 2013
Not an easy read, but contains many interesting results not found elswhere.
Displaying 1 - 9 of 9 reviews