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This is the Reprint edition with a publication date of 4/19/2012.
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This text provides undergraduate mathematics students with an introduction to the modern theory of probability as well as the roots of the theory's mathematical ideas and techniques. Centered around the concept of measure and integration, the work is applicable to other branches of analysis, and explores more specialized topics, including convergence theorems and random sequences and functions.
Table of Contents
1. Sets and Set-Functions
2. General Theory of Integration and Measure
3. Integrals of Functions of Real Variables
4. Randon Variables and Probability
5. Limit Processes in Probability