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Probability and Measure, 3rd Edition
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Binding: Hardcover
Dewey Decimal Number: 519.2
EAN: 9780471007104
Edition: 3
ISBN: 0471007102
Label: Wiley-Interscience
Manufacturer: Wiley-Interscience
Number Of Items: 1
Number Of Pages: 608
Publication Date: April 17, 1995
Publisher: Wiley-Interscience
Studio: Wiley-Interscience
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Editorial Review:
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.
Customer Reviews
Average Rating: 
Rating: - Solid and Elementary
This book was my first introduction into probability so I am somewhat sentimentally attached to it. The exposition is very, very careful and there is very little a reader has to do than to read carefully meaning that this text is a solid introduction to a serious probability for upper class undergraduates or beginning graduate students.
As a graduate student I very much appreciated the rigor and detailed approach in this textbook. Some of the topics like independence and martingales are developed ... Read More
Rating:  - Excellent.... Just beautiful...
First thing, this book isn't not appropriate for undergrads, therefore if you are an undergrad, please look for a suitable book for your level and don't post reviews that may mislead other customers. It is also not appropriate for business majors or fields that deal exclusively with applied statistics and probability.
If you are a graduate student in mathematics, statistics or economics (with concentration in econometrics), if you need theoretical probability, this is a must have book. ... Read More
Rating: - An exceptionally good book
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 ... Read More
Rating: - The book on probability
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.
Rating:  - Some nice examples, poorly organized
This is probably a very nice text book if you already know probability. There are undeniably some insightful examples. However, it is often hard to follow the sequence of topics in the book.
It is at least amusing that the integral is only developed a couple of chapters after expectation has been in use...
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