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Probability Measures on Metric Spaces - 9780821838891

Un libro in lingua di Parthasarathy K. R. edito da Chelsea Pub Co, 2005

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Parthasarathy builds far in advance of the general theory of stochastic processes as the theory of probability measures in complete separable metric spaces. He begins with the Borel subsets of a metric space and proceeds to explain probability measures in a metric space, probability measures in a metric group, probability measures in locally compact abelian groups, the Kolmogorov consistency theorem and conditional probability, probability measures in a Hilbert space, and probability measures on C[0,1] and D[0,1]. Parthasarathy includes a comprehensive bibliography and bibliographic notes. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com)

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