Related Subjects
HistoryThere comes a time when the budding probabilist or statistician seeks a more comprehensive treatement of measure theory than is afforded in the first few sections of a graduate text in pstats. I chose Halmos's "Measure Theory" for this purpose for two primary reasons: i) Paul Halmos in my opinion is one of the best expository mathematics writers in history, and ii) years ago I paid $1 for the above-mentioned text (original...
0Report
This book is an overview of measure theory that is somewhat dated in terms of the presentation, but could still be read profitably by someone interested in studying the subject with greater generality than more modern texts. Measure theory has abundant applications, and has even gained importance in recent years in such areas as financial engineering. Those interested in the applications of measure theory to financial engineering...
0Report
If you want to stydy measure theory from scratch, I do recommend this book. This book is based on a ring, not an algebra, and is a little old-fashioned. So some people feel uncomfortable. But in particular, product spaces, the Fubini theorem and extension theorems are written very clearly. I'm convinced this book will facilitate your learning in measure theory and probability theory.
0Report