Customer Reviews

An Introduction to Measure and Probability

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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.

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.

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!?