An Introduction to Measure and Probability (Textbooks in Mathematical Sciences) by J.C. Taylor (PDF)

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.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐I love this book. It’s one of the lower level measure theoretic probability texts that I started out with, and then read and re-read, back in the days before I had too many books on my shelves and not enough hours to read them. It’s concise, it covers what’s important and it has a nice conversational style. Like William’s book “Probability with Martingales”, I would rate this as a great place to start your journey into measure theory. Especially if you’re coming from a non-traditional background like me (PhD in econ).Enjoy.

⭐I find it strange that the first reviewer claims he/she has an undergraduate degree in math INCLUDING A COURSE IN REAL ANALYSIS and has never encountered the terms ‘inf’ or ‘sup’. Oh yeah, they also have a Ph.D in statistics. Wow, how did you manage that without measure theory!?

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