## Billingsley, Patrick

# Probability and Measure

**Probability and Measure Anniversary Edition**

This Anniversary Edition of *Probability and Measure* offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining intact the unique approach of the *Third Edition*, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory, which is then developed and applied to probability. *Probability and Measure* provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, stochastic processes, Brownian motion, and ergodic theory. The *Anniversary Edition* features a new, pedagogically sound interior design with an emphasis on open space.Like the previous editions, this *Anniversary Edition* will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

**Keywords:** Probability & Mathematical Statistics, Probability, measure theory, integration, random variables, expected values, convergence of distributions, derivatives and conditional probability, stochastic processes, Brownian motion

- Author(s)
- Billingsley, Patrick
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2012
- Language
- en
- Edition
- 4
- Series
- Wiley Series in Probability and Statistics
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (ePUB)
- 9781118341919
- Printed ISBN
- 9781118122372