Graduate Texts in Mathematics
1 total work
v. 143
This text accepts probability theory as an essential part of measure theory. This means that many examples are taken from probability; that probabilistic concepts such as independence, Markov processes and conditional expectations are integrated into the text rather than being relegated to an appendix; that more attention is paid to the role of algebras than is customary; and that the metric defining the distance between sets as the measure of their symmetric difference is exploited more than is customary.