Pollard, David. <br/><br/>
A user's guide to measure theoretic probability / 
David Pollard. 
 - 320p. ;  26 cm. 
 - Cambridge series on statistical and probabilistic mathematics .
 - Cambridge series on statistical and probabilistic mathematics. .
<br/><br/> Motivation --  A modicum of measure theory --  Densities and derivatives --  Product spaces and independence --  Conditioning --  Martingale et al. --  Convergence in distribution --  Fourier transforms --  Brownian motion --  Representations and couplings --  Exponential tails and the law of the iterated logarithm --  Multivariate normal distributions --  Measures and integrals --  Hilbert spaces --  Convexity --  Binomial and normal distributions --  Martingales in continuous time --  Disintegration of measures.  Ch. 1.  Ch. 2.  Ch. 3.  Ch. 4.  Ch. 5.  Ch. 6.  Ch. 7.  Ch. 8.  Ch. 9.  Ch. 10.  Ch. 11.  Ch. 12.  App. A.  App. B.  App. C.  App. D.  App. E.  App. F. 
<br/><br/><label>ISBN: </label>0521002893 (pbk.) :  £15.95 0521802423 
<br/><br/><label>Nat. Bib. No.: </label>GBA1-Y8886 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Probabilistic number theory<br/>Measure theory
<br/><br/><label>Dewey Class. No.: </label>519.2