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Measure theory - J. L Doob

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Title
Measure theory
Author
J. L Doob
format
Hardback
Publisher
Springer
Language
English
UK Publication Date
19931217

Description

This text is unique in accepting probability theory as an essential part of measure theory. Therefore, many examples are taken from probability, and probabilistic concepts such as independence and Markov processes are integrated into the text. Also, more attention than usual is paid to the role of algebras, and the metric defining the distance between sets as the measure of their symmetric difference is exploited more than is customary.

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