An introduction to measure-theoretic probability /

"In this introductory chapter, the concepts of a field and of a [sigma]-field are introduced, they are illustrated bymeans of examples, and some relevant basic results are derived. Also, the concept of a monotone class is defined and its relationship to certain fields and [sigma]-fields is inve...

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Bibliographic Details
Main Author: Roussas, George G. (Author)
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: Amsterdam ; New York : Academic Press, an imprint of Elsevier, 2014.
Edition:Second edition.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:"In this introductory chapter, the concepts of a field and of a [sigma]-field are introduced, they are illustrated bymeans of examples, and some relevant basic results are derived. Also, the concept of a monotone class is defined and its relationship to certain fields and [sigma]-fields is investigated. Given a collection of measurable spaces, their product space is defined, and some basic properties are established. The concept of a measurable mapping is introduced, and its relation to certain [sigma]-fields is studied. Finally, it is shown that any random variable is the pointwise limit of a sequence of simple random variables"--
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9780128002902
0128002905