Bose A. Elements of Measure and Probability 2025
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Bose A. Elements of Measure and Probability 2025
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Textbook in PDF format
This book can serve as a first course on measure theory and measure theoretic probability for upper undergraduate and graduate students of mathematics, statistics and probability. Starting from the basics, the measure theory part covers Caratheodoryās theorem, LebesgueāStieltjes measures, integration theory, Fatouās lemma, dominated convergence theorem, basics of Lp spaces, transition and product measures, Fubiniās theorem, construction of the Lebesgue measure in Rd, convergence of finite measures, JordanāHahn decomposition of signed measures, RadonāNikodym theorem and the fundamental theorem of calculus