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Probability and Measure

(Wiley Series in Probability and Mathematical Statistics)

4.27  ·  Rating details ·  51 ratings  ·  6 reviews
Now in its new third edition, Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Retaining the unique approach of the previous editions, this text interweaves material on probability and measure, so that probability problems generate an interest in measure theory and measure theory is th ...more
Hardcover, 3rd, 608 pages
Published 1995 by Wiley-Interscience (first published January 1st 1979)
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Average rating 4.27  · 
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Dec 16, 2014 rated it liked it
in the general probability is somthing hard to understand , other thing the book was hard to read it , but it is interesting
Feb 20, 2021 rated it really liked it
Shelves: mathematics
Overall I'm quite happy with it, although then again I am comparing against Kallenberg so maybe my baseline is just skewed.

I also only read chapters 5 and 6 (convergence and conditionals), although I'd be surprised if earlier chapters were worse given the relatively easier material.
Javier Burroni
Aug 09, 2020 rated it it was amazing
Almost any book on formal probability ends up referring to this book at some point.
Therefore, it’s better to just begin with this one.
It is worth to mention that it’s contained
i want to read it
Sep 22, 2008 marked it as to-read
Shelves: statistics
Browsing through, this seems fairly well-written -- but I should wait until I've picked up some more background in real analyis. ...more
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Not an easy read, but contains many interesting results not found elswhere.
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