Analysis and Probability

Preface

First and foremost, this book is designed as a probability theory text for graduate students and as a reference work in this field. The reader will require a solid background in abstract analysis in order to tackle the development of probability theory from a measure-theoretic perspective, which is the main focus of the book. For this reason, Part One of the book – Chapters 1 to 5 – systematically presents concepts and results from analysis with which every reader should be familiar before embarking on the study of probability theory; this part should also be useful for those interested in topology, measure theory, real analysis and functional analysis. Part Two – Chapters 6 to 12 – then presents the concepts, methodology and fundamental ...