An Introduction to Measure and Probability [Paperback]

J.C. Taylor (Author)

Book Description

Publication Date: November 15, 1996 | ISBN-10: 0387948309 | ISBN-13: 978-0387948300 | Edition: Corrected

Assuming only calculus and linear algebra, Professor Taylor introduces readers to measure theory and probability, discrete martingales, and weak convergence. This is a technically complete, self-contained and rigorous approach that helps the reader to develop basic skills in analysis and probability. Students of pure mathematics and statistics can thus expect to acquire a sound introduction to basic measure theory and probability, while readers with a background in finance, business, or engineering will gain a technical understanding of discrete martingales in the equivalent of one semester. J. C. Taylor is the author of numerous articles on potential theory, both probabilistic and analytic, and is particularly interested in the potential theory of symmetric spaces.

Editorial Reviews

About the Author

J. C. Taylor is a Professor in the Department of Mathematics and Statistics at McGill University in Montreal. He is the author of numerous articles on potential theory, both probabilistic and analytic,and is particularly interested in the potential theory of symmetric spaces.

Product Details

• Paperback: 341 pages
• Publisher: Springer; Corrected edition (November 15, 1996)
• Language: English
• ISBN-10: 0387948309
• ISBN-13: 978-0387948300
• Product Dimensions: 9.1 x 6.1 x 0.7 inches
• Shipping Weight: 1 pounds (View shipping rates and policies)
• Average Customer Review: 3.7 out of 5 stars  See all reviews (3 customer reviews)
• Amazon Best Sellers Rank: #1,717,374 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

12 of 14 people found the following review helpful:

3.0 out of 5 stars It's all there, November 26, 2000

By A Customer

This review is from: An Introduction to Measure and Probability (Paperback)

Somewhat helpful, but expect to spend lots of time finding the "nuggets". There is a "stream of consciousness" flavor to this book, originating as teaching notes. For example, the author begins by using "lub" for "least upper bound" then switches to the synonym "sup" but without bothering to define it. Later he points out that "sup" stands for "supremum" and means the same thing as "lub". He also switches back and forth between the synonyms "sigma-algebra" and "sigma-field".

So, it is probably all there, but not necessarily in the most "user friendly" order, at least for those learning the material. A fair bit of the teaching is in the "exercises", but sometimes the author regards the solution as "obvious" and moves on, leaving me without knowing how to solve the exercise, and the solution turns out to be material to further progress.

I have an undergraduate mathematics background including real and complex analysis and also a Ph.D. in Statistics. The book is interesting but a very slow read for me. Expect to spend lots of time with just chapter 1 if you want to understand anything in Chapter 2, for example.

25 of 65 people found the following review helpful:

4.0 out of 5 stars Useful for Daily Housecleaning, November 3, 1999

By A Customer

This review is from: An Introduction to Measure and Probability (Paperback)

A very useful book that teaches one how to measure things in a way that is probably very good. I often use it as a reference when I'm trying to redecorate the Banach spaces in my house, especially those hard-to-reach corners. It covers a huge range of topics from the inspired to the quotidian - from the delicate integrationist interior design principles of the famous French decorator Lebesgue, to the best sink-unclogging techniques with that mundane yet miraculous product "Doob". The new edition includes an entire chapter on household safety: from how to secure back doors with the appripriate use of Markov chains, to an exhortation to have our houses tested for dangerous chemicals such as Radon and Nikodym. Comes equipped with a tape measure inside the back cover in both Imperial British and Imperial Aztec units. I must go now: the martingales are singing outside my window.

5 of 21 people found the following review helpful:

4.0 out of 5 stars I see., April 18, 2002

By 

irrational (metric space) - See all my reviews

This review is from: An Introduction to Measure and Probability (Paperback)

I find it strange that the first reviewer claims he/she has an undergraduate degree in math INCLUDING A COURSE IN REAL ANALYSIS and has never encountered the terms 'inf' or 'sup'. Oh yeah, they also have a Ph.D in statistics. Wow, how did you manage that without measure theory!?