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February 21 Information
Can someone suggest some books which teach measure theory together with probability. I know of Billingsley's Probability and Measure, but are there other less dense books? Thanks - Abdul Muhsy talk 05:08, 21 February 2021 (UTC)
- Here are some titles, ordered by year.
- J. F. C. Kingman; S. J. Taylor (1996). Introduction to Measure and Probability. Cambridge University Press. ISBN 978-0-521-05888-9.
- Robert B. Ash; Catherine A. Doléans-Dade (2000). Probability and Measure Theory. Academic Press. ISBN 978-0-12-065202-0.
- David Pollard (2001). A User's Guide to Measure Theoretic Probability. Cambridge University Press. ISBN 978-0-521-80242-0.
- Krishna B. Athreya; Soumendra N. Lahiri (2006). Measure Theory and Probability Theory. Springer Science+Business Media. ISBN 978-0-387-32903-1.
- George G. Roussas (2014). An Introduction to Measure-Theoretic Probability. Academic Press. ISBN 978-0-12-800042-7.
- I haven't inspected any of them, but one might expect a "user's guide" to be more gentle. Amazon has user reviews for some. The ISBNs above are generally of the hardcover editions. There is a later edition of the Kingman & Taylor text, which differs only in some corrections. -- Lambiam 09:21, 21 February 2021 (UTC)
| Mathematics desk | ||
|---|---|---|
| < February 20 | << Jan | February | Mar >> | Current desk > |
| Welcome to the Wikipedia Mathematics Reference Desk Archives |
|---|
| The page you are currently viewing is a transcluded archive page. While you can leave answers for any questions shown below, please ask new questions on one of the current reference desk pages. |
February 21 Information
Can someone suggest some books which teach measure theory together with probability. I know of Billingsley's Probability and Measure, but are there other less dense books? Thanks - Abdul Muhsy talk 05:08, 21 February 2021 (UTC)
- Here are some titles, ordered by year.
- J. F. C. Kingman; S. J. Taylor (1996). Introduction to Measure and Probability. Cambridge University Press. ISBN 978-0-521-05888-9.
- Robert B. Ash; Catherine A. Doléans-Dade (2000). Probability and Measure Theory. Academic Press. ISBN 978-0-12-065202-0.
- David Pollard (2001). A User's Guide to Measure Theoretic Probability. Cambridge University Press. ISBN 978-0-521-80242-0.
- Krishna B. Athreya; Soumendra N. Lahiri (2006). Measure Theory and Probability Theory. Springer Science+Business Media. ISBN 978-0-387-32903-1.
- George G. Roussas (2014). An Introduction to Measure-Theoretic Probability. Academic Press. ISBN 978-0-12-800042-7.
- I haven't inspected any of them, but one might expect a "user's guide" to be more gentle. Amazon has user reviews for some. The ISBNs above are generally of the hardcover editions. There is a later edition of the Kingman & Taylor text, which differs only in some corrections. -- Lambiam 09:21, 21 February 2021 (UTC)