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by R. M. Dudley
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Mathematics
  • Author:
    R. M. Dudley
  • ISBN:
    0521007542
  • ISBN13:
    978-0521007542
  • Genre:
  • Publisher:
    Cambridge University Press; 2nd edition (October 14, 2002)
  • Pages:
    566 pages
  • Subcategory:
    Mathematics
  • Language:
  • FB2 format
    1528 kb
  • ePUB format
    1173 kb
  • DJVU format
    1521 kb
  • Rating:
    4.6
  • Votes:
    308
  • Formats:
    lrf mbr azw rtf


162 results in Cambridge Studies in Advanced Mathematics. This book by two leading experts is the first devoted to the Bellman function method and its applications to various topics in probability and harmonic analysis.

162 results in Cambridge Studies in Advanced Mathematics. Relevance Title Sorted by Date. Beginning with basic concepts, the theory is introduced step-by-step starting with many examples of gradually increasing sophistication, culminating with Calderón–Zygmund operators and end-point estimates.

Dependence in Probability and Statistics. Series: Cambridge Studies in Advanced Mathematics (74)

Dependence in Probability and Statistics. Series: Cambridge Studies in Advanced Mathematics (74). Recommend to librarian. The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations and martingale's convergence.

While I appreciate the wonderful integration of Real Analysis and Probability and short proofs, the brevity is often achieved by omitting details rather than choosing a simpler argument and so the book is a bit too hard on the students. Many proofs are too terse and have significant gaps which often take a lot of classroom time to get over, unless you are willing to leave them puzzled.

Real Analysis and Probability (Cambridge Studies in Advanced Mathematics). Download (pdf, . 4 Mb) Donate Read. Epub FB2 mobi txt RTF. Converted file can differ from the original. If possible, download the file in its original format.

Items related to Real Analysis and Probability (Cambridge Studies i. .The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, a.Dudley, R. M. Real Analysis and Probability (Cambridge Studies in Advanced Mathematics). ISBN 13: 9780521007542. R. Dudley is a Professor of Mathematics at the Massachusetts Institute of Technology in Cambridge, Massachusetts.

Real Analysis and Probability book.

The book by Dudley is excellent and very modern in its treatment, but very advanced As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors.

The book by Dudley is excellent and very modern in its treatment, but very advanced. If you are interested in applications of probability theory to games of chance and other recre- ations, you might look at:, Epstein, R. The Theory of Gambling and Statistical Logic, Academic Press. Mosteller, . Fifty Challenging Problems in Probability with Solutions, Dover.

Series: Cambridge studies in advanced mathematics 7.

The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions, and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations, and martingale convergence. A chapter on stochastic processes introduces Brownian motion and the Brownian bridge.

Well I got the best book in my hand which is ELEMENTS OF REAL ANALYSIS by SHANTI NARAYAN and Dr.

Real Analysis and Probability (Cambridge Studies in Advanced Mathematics) (Paperback). Publisher: Cambridge University Press. Number Of Pages: 566. Length: 229mm. Read full description. See details and exclusions. See all 10 brand new listings.

This classic textbook, now reissued, offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The new edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.

Mikale
I have been teaching a one semester course of Real Analysis (measure and integration) from this book. The students have already been through a course based on Rudin's Principles of Mathematical Analysis though not the Lebesgue integral there, and pretty comfortable with metric spaces and such and the standards of mathematical proof. So as the next step in analysis this book seems to be in the right place esp. because the book advertises itself as self-contained.

While I appreciate the wonderful integration of Real Analysis and Probability and short proofs, the brevity is often achieved by omitting details rather than choosing a simpler argument and so the book is a bit too hard on the students. Many proofs are too terse and have significant gaps which often take a lot of classroom time to get over, unless you are willing to leave them puzzled. The wording in the proofs is often counterintuitive, in particular it is usually not clear if the sentence continues the line of argument or starts a new one. This is an unnecessary hiccup for the reader and it would cost just few friendly words here and there to fix. Overall the book is harder to follow than Royden's Real Analysis. Many of the exercises are great and illuminative but many are just impossibly hard.
Ielonere
Simply superb, you will fall in love with this book. Probably not the best for a first or 'quick' reading, but if you persevere, you will reap the rewards. The more you read, the more you appreciate what this book has. Specially, the historical notes at the end of each chapter are priceless. Great stuff from Professor Dudley.
Stonewing
First of all I should say that this book was written for those interested in the foudations of probability theory (the same is also true for Prof. Kallenberg's book). Therefore beginners learning real analysis and probability for the first time and those looking for applications should look elsewhere to find out appropriate books (instead of underrating such an important text like Prof. Dudley's book).

The second point to be emphasized is that this book fills in an important gap in probability literature as it reveals numerous links between this branch of mathematics and other areas of pure mathematics such as topology, functional analysis and, of course, measure and integration theory, while most books on advanced probability develop barely the latter connection, which is plainly insufficient for (future) researches on probability theory.

Finally, despite the complaint of some reviewers, the book is extremely well written and amazingly comprehensive. The sole prerequisite to reading it is a certain amount of "mathematical maturity" which perhaps these reviewers lack.
Galubel
I had the older copy many years ago. The second edition is even better and with paperback. This book builds better connection between real analysis and probability than the earlier Robert Ash's text. It's a good reference for anyone who is interested in having some foundations for theoretical probability.
Yozshugore
Book received very clean. Great book and excellent service.
I love Mercedes
This is one of the best textbooks on real analysis and probability (at the graduate level). You will need a solid undergraduate course in analysis before being able to read this one. In any case, the exposition is quite elegant and clear. All the major theorems are proved. Also provides good exercises ranging from routine to quite challanging. The first half of the book presents the elements of advanced real analysis and topology (including the essentials of functional analysis); the second half presents probability theory (including martingales and stochastic processes). Very comprehensive.
Pettalo
This is absolutely a classic book on real analysis and probability, although it is a little hard to read. Highly recommend to people working in machine learning and/or pattern recognition, since it provides almost all mathematical foundations needed to do deep research in these two fields, for example, on statistical learning theory.
The book is almost identical in the content to the later published Cambridge University Press copy, except for omission of the Stone-Weierstrass theorem. It has wider pages, not as bulky, and as a result somewhat easier to grasp.