This famous little book was first published in German in 1933 and in Russian a few years later, setting forth the axiomatic foundations of modern probability theory and cementing the author's reputation as a leading authority in the field. The distinguished Russian mathematician A. N. Kolmogorov wrote this foundational text, and it remains important both to students beginning a...(展开全部)

This famous little book was first published in German in 1933 and in Russian a few years later, setting forth the axiomatic foundations of modern probability theory and cementing the author's reputation as a leading authority in the field. The distinguished Russian mathematician A. N. Kolmogorov wrote this foundational text, and it remains important both to students beginning a...(展开全部)

"Probability and Measure Theory, Second Edition" is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. It is clear, and is presented in a ...(展开全部)

"Probability and Measure Theory, Second Edition" is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion. It is clear, and is presented in a ...(展开全部)

About the first edition: To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book woul...(展开全部)

This book is unique for its broad and yet comprehensive coverage of modern probability theory, ranging from first principles and standard textbook material to more advanced topics. In spite of the economical exposition, careful proofs are provided for all main results. Though primarily intended as a general reference for researchers and graduate students in probability theory a...(展开全部)

About the first edition: To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book woul...(展开全部)