Author:
Robert B. Ash - Catherine A. DolĂ©ans-Dade

ISBN 13:
9780120652020

ISBN 10:
120652021

Edition:
2

Publisher:
Academic Press

Publication Date:
1999-12-20

Format:
Hardcover

Pages:
516

List Price:
$129.00

No date is noted for the first edition, published as *Real Analysis and Probability*, but it has been used for graduate courses in measure and probability in mathematics and statistics departments that are often taken by students of engineering. Ash and Catherine A. Koléans-Dade have added one chapter that discusses ergodic theory far enough that its connections with information theory are clear, and other that treats the one-dimensional Brownian motion in detail then introduces stochastic intervals and the Ito differentiation formula. They are in Urbana, so presumably at the University of Illinois there.

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