Sunday, September 9, 2012

An Introduction to Measure and Probability

An Introduction to Measure and Probability

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Product Description

Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

An Introduction to Measure and Probability Review

Somewhat helpful, but expect to spend lots of time finding the "nuggets". There is a "stream of consciousness" flavor to this book, originating as teaching notes. For example, the author begins by using "lub" for "least upper bound" then switches to the synonym "sup" but without bothering to define it. Later he points out that "sup" stands for "supremum" and means the same thing as "lub". He also switches back and forth between the synonyms "sigma-algebra" and "sigma-field". So, it is probably all there, but not necessarily in the most "user friendly" order, at least for those learning the material. A fair bit of the teaching is in the "exercises", but sometimes the author regards the solution as "obvious" and moves on, leaving me without knowing how to solve the exercise, and the solution turns out to be material to further progress.I have an undergraduate mathematics background including real and complex analysis and also a Ph.D. in Statistics. The book is interesting but a very slow read for me. Expect to spend lots of time with just chapter 1 if you want to understand anything in Chapter 2, for example. Help other customers find the most helpful reviews� Was this review helpful to you?�Yes No Report abuse | PermalinkComment�Comment

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