Measure Theory And Its Applications
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Measure Theory and Its Applications
Author | : J.M. Belley,J. DuBois,P. Morales |
Publsiher | : Unknown |
Total Pages | : 340 |
Release | : 2014-09-01 |
Genre | : Electronic Book |
ISBN | : 3662194260 |
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Applications of Measure Theory to Statistics
Author | : Gogi Pantsulaia |
Publsiher | : Springer |
Total Pages | : 134 |
Release | : 2016-12-22 |
Genre | : Mathematics |
ISBN | : 9783319455785 |
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This book aims to put strong reasonable mathematical senses in notions of objectivity and subjectivity for consistent estimations in a Polish group by using the concept of Haar null sets in the corresponding group. This new approach – naturally dividing the class of all consistent estimates of an unknown parameter in a Polish group into disjoint classes of subjective and objective estimates – helps the reader to clarify some conjectures arising in the criticism of null hypothesis significance testing. The book also acquaints readers with the theory of infinite-dimensional Monte Carlo integration recently developed for estimation of the value of infinite-dimensional Riemann integrals over infinite-dimensional rectangles. The book is addressed both to graduate students and to researchers active in the fields of analysis, measure theory, and mathematical statistics.
An Introduction to Measure Theory
Author | : Terence Tao |
Publsiher | : American Mathematical Soc. |
Total Pages | : 206 |
Release | : 2021-09-03 |
Genre | : Education |
ISBN | : 9781470466404 |
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This is a graduate text introducing the fundamentals of measure theory and integration theory, which is the foundation of modern real analysis. The text focuses first on the concrete setting of Lebesgue measure and the Lebesgue integral (which in turn is motivated by the more classical concepts of Jordan measure and the Riemann integral), before moving on to abstract measure and integration theory, including the standard convergence theorems, Fubini's theorem, and the Carathéodory extension theorem. Classical differentiation theorems, such as the Lebesgue and Rademacher differentiation theorems, are also covered, as are connections with probability theory. The material is intended to cover a quarter or semester's worth of material for a first graduate course in real analysis. There is an emphasis in the text on tying together the abstract and the concrete sides of the subject, using the latter to illustrate and motivate the former. The central role of key principles (such as Littlewood's three principles) as providing guiding intuition to the subject is also emphasized. There are a large number of exercises throughout that develop key aspects of the theory, and are thus an integral component of the text. As a supplementary section, a discussion of general problem-solving strategies in analysis is also given. The last three sections discuss optional topics related to the main matter of the book.
Measure Theory and Filtering
Author | : Lakhdar Aggoun,Robert J. Elliott |
Publsiher | : Cambridge University Press |
Total Pages | : 274 |
Release | : 2004-09-13 |
Genre | : Mathematics |
ISBN | : 1139456245 |
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The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for both practitioners and researchers.
Measure Theory and Integration
Author | : M.M. Rao |
Publsiher | : CRC Press |
Total Pages | : 388 |
Release | : 2018-10-03 |
Genre | : Mathematics |
ISBN | : 9781351991483 |
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Significantly revised and expanded, this authoritative reference/text comprehensively describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types-providing a complete and detailed review of every aspect of measure and integration theory using valuable examples, exercises, and applications. With more than 170 references for further investigation of the subject, this Second Edition provides more than 60 pages of new information, as well as a new chapter on nonabsolute integrals contains extended discussions on the four basic results of Banach spaces presents an in-depth analysis of the classical integrations with many applications, including integration of nonmeasurable functions, Lebesgue spaces, and their properties details the basic properties and extensions of the Lebesgue-Carathéodory measure theory, as well as the structure and convergence of real measurable functions covers the Stone isomorphism theorem, the lifting theorem, the Daniell method of integration, and capacity theory Measure Theory and Integration, Second Edition is a valuable reference for all pure and applied mathematicians, statisticians, and mathematical analysts, and an outstanding text for all graduate students in these disciplines.
Handbook of Measure Theory
Author | : E. Pap |
Publsiher | : Elsevier |
Total Pages | : 1632 |
Release | : 2002-10-31 |
Genre | : Mathematics |
ISBN | : 0080533094 |
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The main goal of this Handbook is to survey measure theory with its many different branches and its relations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications which support the idea of "measure" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the various areas they contain many special topics and challenging problems valuable for experts and rich sources of inspiration. Mathematicians from other areas as well as physicists, computer scientists, engineers and econometrists will find useful results and powerful methods for their research. The reader may find in the Handbook many close relations to other mathematical areas: real analysis, probability theory, statistics, ergodic theory, functional analysis, potential theory, topology, set theory, geometry, differential equations, optimization, variational analysis, decision making and others. The Handbook is a rich source of relevant references to articles, books and lecture notes and it contains for the reader's convenience an extensive subject and author index.
Measure and Integration for Use
Author | : Harry Raymond Pitt |
Publsiher | : Oxford University Press, USA |
Total Pages | : 168 |
Release | : 1985 |
Genre | : Mathematics |
ISBN | : UOM:39015015687661 |
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Although of unquestioned power and practical utility, the Lebesgue Theory of measure and integration tends to be avoided by mathematicians, due to the difficulty of obtaining detailed proofs of a few crucial theorems. In this concise and easy-to-read introduction, the author demonstrates that the day-to-day skills gleaned from Legesgue Theory far outweigh the effort needed to master it. This compact account develops the theory as it applies to abstract spaces, describes its importance to differential and integral calculus, and shows how the theory can be applied to geometry, harmonic analysis, and probability. Postgraduates in mathematics and science who need integration and measure theory as a working tool, as well as statisticians and other scientists, will find this practical work invaluable.
Measure Theory
Author | : Vladimir I. Bogachev |
Publsiher | : Springer Science & Business Media |
Total Pages | : 1075 |
Release | : 2007-01-15 |
Genre | : Mathematics |
ISBN | : 9783540345145 |
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This book giving an exposition of the foundations of modern measure theory offers three levels of presentation: a standard university graduate course, an advanced study containing some complements to the basic course, and, finally, more specialized topics partly covered by more than 850 exercises with detailed hints and references. Bibliographical comments and an extensive bibliography with 2000 works covering more than a century are provided.