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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
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Measures, Integrals and Martingales (Hardcover, New title)
Loot Price: R1,689
Discovery Miles 16 890
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Measures, Integrals and Martingales (Hardcover, New title)
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This is a concise and elementary introduction to measure and
integration theory as it is nowadays needed in many parts of
analysis and probability theory. The basic theory - measures,
integrals, convergence theorems, Lp-spaces and multiple integrals -
is explored in the first part of the book. The second part then
uses the notion of martingales to develop the theory further,
covering topics such as Jacobi's generalized transformation
Theorem, the Radon-Nikodym theorem, differentiation of measures,
Hardy-Littlewood maximal functions or general Fourier series.
Undergraduate calculus and an introductory course on rigorous
analysis are the only essential prerequisites, making this text
suitable for both lecture courses and for self-study. Numerous
illustrations and exercises are included and these are not merely
drill problems but are there to consolidate what has already been
learnt and to discover variants, sideways and extensions to the
main material. Hints and solutions can be found on the authors
website, which can be reached from www.cambridge.org/9780521615259.
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