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Measure, probability and functional analysis

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Measure, probability and functional analysis/ by Hannah Geiss, Stefan Geiss.
作者:	Geiss, Hannah.
其他作者:	Geiss, Stefan.
出版者:	Cham :Springer Nature Switzerland : : 2025.,
面頁冊數:	xx, 443 p. :ill. (chiefly color), digital ; : 24 cm.;
Contained By:	Springer Nature eBook
標題:	Measure and Integration. -
電子資源:	https://doi.org/10.1007/978-3-031-84067-8
ISBN:	9783031840678

Measure, probability and functional analysis
Geiss, Hannah.

Measure, probability and functional analysis[electronic resource] /by Hannah Geiss, Stefan Geiss. - Cham :Springer Nature Switzerland :2025. - xx, 443 p. :ill. (chiefly color), digital ;24 cm. - Universitext,2191-6675. - Universitext..

This textbook offers a self-contained introduction to probability, covering all topics required for further study in stochastic processes and stochastic analysis, as well as some advanced topics at the interface between probability and functional analysis. The initial chapters provide a rigorous introduction to measure theory, with a special focus on probability spaces. Next, Lebesgue integration theory is developed in full detail covering the main methods and statements, followed by the important limit theorems of probability. Advanced limit theorems, such as the Berry-Esseen Theorem and Stein's method, are included. The final part of the book explores interactions between probability and functional analysis. It includes an introduction to Banach function spaces, such as Lorentz and Orlicz spaces, and to random variables with values in Banach spaces. The Itô-Nisio Theorem, the Strong Law of Large Numbers in Banach spaces, and the Bochner, Pettis, and Dunford integrals are presented. As an application, Brownian motion is rigorously constructed and investigated using Banach function space methods. Based on courses taught by the authors, this book can serve as the main text for a graduate-level course on probability, and each chapter contains a collection of exercises. The unique combination of probability and functional analysis, as well as the advanced and original topics included, will also appeal to researchers working in probability and related fields.

ISBN: 9783031840678

Standard No.: 10.1007/978-3-031-84067-8doiSubjects--Topical Terms:

672015
Measure and Integration.

LC Class. No.: QA273

Dewey Class. No.: 519.2

Measure, probability and functional analysis
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