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Probability & Measure Theory, Second Edition

Probability & Measure Theory, Second Edition
Author: Robert B. Ash - Catherine A. Doléans-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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