Bøker av M.M. (University of California Rao

Describes concepts in measure theory, classical integration, and generalized Riemann integration of both scalar and vector types. This work provides a review of the various aspects of measure and integration theory using examples, exercises and applications. It is suitable for pure and applied mathematicians and mathematical analysts.

Offers a treatment of various aspects of conditional expectations and probability measures and their structural analysis. This text covers applications in sufficiency, Markov processes, and martingales. It illustrates the difficulties in calculating conditional expectations for multivariate distributions and methods for solutions in such cases.