Probability and Measure, 3rd Edition | 
 enlarge | Author: Patrick Billingsley
Publisher: Wiley-Interscience
Category: Book
List Price: $135.00
Buy New: $85.00
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Rating:  11 reviews
Sales Rank: 265880
Media: Hardcover
Edition: 3
Pages: 608
Number Of Items: 1
Shipping Weight (lbs): 2.1
Dimensions (in): 9.3 x 6.2 x 1.4
ISBN: 0471007102
Dewey Decimal Number: 519.2
EAN: 9780471007104
Publication Date: April 17, 1995
Availability: Usually ships in 1-2 business days
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Product Description
PROBABILITY AND MEASURE
Third Edition
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 then developed and applied to probability. Probability and Measure provides thorough coverage of probability, measure, integration, random variables and expected values, convergence of distributions, derivatives and conditional probability, and stochastic processes. The Third Edition features an improved treatment of Brownian motion and the replacement of queuing theory with ergodic theory.
Like the previous editions, this new edition will be well received by students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.
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| Customer Reviews: Read 6 more reviews...
 Excellent introduction and reference. January 12, 1999
27 out of 29 found this review helpful
This book is a thorough introduction and excellent reference book for the ideas involving probability as a measure. I would recommend this book to anyone who needs a deep understanding of probability, expectation, integration, random variables, and so forth. Good also as a graduate level or other measure-theoretic probability course. Two years after I learned these ideas, I still refer often to the text.
An exceptionally good book December 19, 2006
floridapaul
17 out of 18 found this review helpful
I've read portions of almost every measure theoretic probability theory book published. And I've come back to Billingsley. This is a hard book to read through and through if you are a novice; this is not Billingsley's fault - it is just that the subject is hard on first acquaintance.
Billinglsey develops everything from first principles, so if you have the intellectual gumption you ought to be able to read the main text with a knowledge of plain college algebra and a little epsilon-delta practice of the sort that comes from an undergraduate real analysis course. The small print asides are fascinating but they are often addressed to a card carrying mathematician. The November 2003 reviewer who complained that Billingsley uses expectation before defining the integral fails to notice - or at any rate, to point out - that he defines only the expectation of simple random variables in the first chapter, so what is involved is just a sum, not an integral. I could sing my praises on and on. But here is the kernel of this review in a line: this is one of the best books ever written on measure theoretic probability. Full stop.
Readable October 4, 1999
22 out of 26 found this review helpful
The only book on probability in graduate or senior undergraduate level that is readable. Sounds strange? Not really, probabilists in general do not know how to write readable books and examples are abundant. This book is exception. However this is not a definitive book, once you are done with it, you have to go further to learn more.
The book on probability January 26, 2006
Federico De Vita (Roma, Italy)
12 out of 13 found this review helpful
This book is not for everybody. It is for the professional mathematician (or physicist, or alike). All concepts are very well explained, and Billigsley does go down to the core of everything. It is, as far as I'm concerned, among the best books in math ever written, with favorites such as Feynman's lectures and Herstein's algebra manual. If you are a mathematician and want to have the top reference in probability, this is it.
Great text October 12, 2001
I have found Billingsley's text to be the most understandable probability/measure theory text that I have encountered. It is not necessary, but a basic background in measure theory would be very helpful.
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