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Introduction to Probability and Measure
K. R. Parthasarathy, Indian Statistical Institute, New Delhi, India
A publication of Hindustan Book Agency.
Hindustan Book Agency
2005; 354 pp; softcover
ISBN-10: 81-85931-55-0
ISBN-13: 978-81-85931-55-5
List Price: US$36
Member Price: US$28.80
Order Code: HIN/24
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According to a remark attributed to M. Kac, probability theory is measure theory with a soul. Furthermore, measure theory has its own ramifications in topics such as function spaces, operator theory, generalized functions, ergodic theory, group representations, quantum probability, etc. On the other hand, recent explosive developments in the applications of probability theory have imposed the need for a good grasp of measure theory among a wide spectrum of scholars ranging from economists to engineers and physicists to psychologists. This book, with its choice of proofs, remarks, examples, and exercises, has been prepared by taking both these aesthetic and practical aspects into account. Courses based on this book will help undergraduate and graduate students in getting a firm grasp of the fundamentals in the twin themes of probability and measure theory.

This is a revised version of the book published in 1977.

A publication of Hindustan Book Agency; distributed within the Americas by the American Mathematical Society. Maximum discount of 20% for all commercial channels.

Readership

Graduate students and research mathematicians interested in probability.

Table of Contents

  • Probability of Boolean algebras
  • Extension of measures
  • Borel maps
  • Integration
  • Measures on product spaces
  • Hilbert space and conditional expectation
  • Weak convergence of probability measures
  • Invariant measures on groups
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