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Cambridge Studies in Advanced Mathematics #74
Real Analysis and Probability
This classic textbook, now reissued, offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The new edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.
- GenresMathematicsTextbooks
566 pages, Paperback
First published January 1, 1989
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Displaying 1 - 2 of 2 reviews
July 10, 2020
I'm using this as a reference book for my research / companion to Kallenberg's Foundations of Modern Probability. I find it very readable while still covering the core of advanced probability theory very well.
I can't speak to how it would work as a book for someone trying to learn probability/real analysis for the first time though, and of course it's not as comprehensive as Kallenberg.
I can't speak to how it would work as a book for someone trying to learn probability/real analysis for the first time though, and of course it's not as comprehensive as Kallenberg.
March 3, 2024
Real Analysis and Probability by R. M. Dudley is a textbook. Before I opened the book, I assumed it covered the real numbers instead of ones on the complex plane, but your guess is as good as mine. Around eight chapters in, it covers probability.
The book is a ceaseless line of proofs and theorems. Dudley makes it clear and concise, which is all you need in a mathematical text. The ideas are slightly more complicated than what I can handle. The book says it is a graduate-level text, so after college, I take it. However, the book has problems that you can solve as well.
Cambridge published the volume. It is the seventy-fourth in a series. Each chapter has a set of notes elaborating on what the author discussed. Finally, the end of each chapter contains a reference for further reading.
I enjoyed the book. Thanks for reading my review, and see you next time.
The book is a ceaseless line of proofs and theorems. Dudley makes it clear and concise, which is all you need in a mathematical text. The ideas are slightly more complicated than what I can handle. The book says it is a graduate-level text, so after college, I take it. However, the book has problems that you can solve as well.
Cambridge published the volume. It is the seventy-fourth in a series. Each chapter has a set of notes elaborating on what the author discussed. Finally, the end of each chapter contains a reference for further reading.
I enjoyed the book. Thanks for reading my review, and see you next time.
Displaying 1 - 2 of 2 reviews
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