Probability book recommendation: a first step into measure theory
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So here am I studying probability theory. I am already presented to the basics, which means that I am acquainted to most of the theory proposed by Sheldon Ross' book "A First Course in Probability". Although I am very pleased at reading it, I would like to receive some suggestion of bibliography involving measure theory (for statisticians). Can anyone provide me a title? Thanks in advance.
probability-theory statistics reference-request book-recommendation
asked Jan 10 at 3:08
user1337user1337
47210
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show 1 more comment
0
$begingroup$
So here am I studying probability theory. I am already presented to the basics, which means that I am acquainted to most of the theory proposed by Sheldon Ross' book "A First Course in Probability". Although I am very pleased at reading it, I would like to receive some suggestion of bibliography involving measure theory (for statisticians). Can anyone provide me a title? Thanks in advance.
probability-theory statistics reference-request book-recommendation
asked Jan 10 at 3:08
user1337user1337
47210
$endgroup$
1
$begingroup$
Related thread (though not exactly what you're looking for): math.stackexchange.com/questions/315075/… Folland is another book to be aware of; it's a popular textbook on measure theory that includes a chapter on probability. Durrett's probability textbook is good.
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– littleO
Jan 10 at 3:10
1
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@littleO: Do you mean "Probability: Theory and Examples"? The book is a good read but I it would be a little heavy for a first approach to measure theory.
$endgroup$
– copper.hat
Jan 10 at 3:25
1
$begingroup$
@copper.hat Yes, that's the one, and I agree it would be a little heavy. I also think that Folland isn't the easiest introduction to measure theory. I'll be interested to see other suggestions.
$endgroup$
– littleO
Jan 10 at 3:28
1
$begingroup$
Ross' Second Course in Probability is a fairly friendly introduction to measure-theoretic probability. There's also Billingsley's Probability and Measure, which is an excellent but difficult text.
$endgroup$
– David Kraemer
Jan 10 at 14:38
1
$begingroup$
This is not really a suggestion, but Kingman and Taylor's Introdction to Measure and Probability may worth a look. It's a bit dry, but on my first read I was pleasantly surprised that it cares to explain how to construct a product topology for infinitely many topological spaces. This should be a piece of useful and basic knowledge, but for some unknown reason, many textbooks only discuss finite products. So, while I have never seriously delved into it, I still remember this book to this date.
$endgroup$
– user1551
Jan 13 at 22:01
|
show 1 more comment
0
0
0
1
$begingroup$
So here am I studying probability theory. I am already presented to the basics, which means that I am acquainted to most of the theory proposed by Sheldon Ross' book "A First Course in Probability". Although I am very pleased at reading it, I would like to receive some suggestion of bibliography involving measure theory (for statisticians). Can anyone provide me a title? Thanks in advance.
probability-theory statistics reference-request book-recommendation
asked Jan 10 at 3:08
user1337user1337
47210
$endgroup$
So here am I studying probability theory. I am already presented to the basics, which means that I am acquainted to most of the theory proposed by Sheldon Ross' book "A First Course in Probability". Although I am very pleased at reading it, I would like to receive some suggestion of bibliography involving measure theory (for statisticians). Can anyone provide me a title? Thanks in advance.
probability-theory statistics reference-request book-recommendation
probability-theory statistics reference-request book-recommendation
asked Jan 10 at 3:08
user1337user1337
47210
asked Jan 10 at 3:08
user1337user1337
47210
asked Jan 10 at 3:08
user1337user1337
47210
asked Jan 10 at 3:08
user1337user1337
47210
asked Jan 10 at 3:08
user1337user1337
47210
47210
1
$begingroup$
Related thread (though not exactly what you're looking for): math.stackexchange.com/questions/315075/… Folland is another book to be aware of; it's a popular textbook on measure theory that includes a chapter on probability. Durrett's probability textbook is good.
$endgroup$
– littleO
Jan 10 at 3:10
1
$begingroup$
@littleO: Do you mean "Probability: Theory and Examples"? The book is a good read but I it would be a little heavy for a first approach to measure theory.
$endgroup$
– copper.hat
Jan 10 at 3:25
1
$begingroup$
@copper.hat Yes, that's the one, and I agree it would be a little heavy. I also think that Folland isn't the easiest introduction to measure theory. I'll be interested to see other suggestions.
$endgroup$
– littleO
Jan 10 at 3:28
1
$begingroup$
Ross' Second Course in Probability is a fairly friendly introduction to measure-theoretic probability. There's also Billingsley's Probability and Measure, which is an excellent but difficult text.
$endgroup$
– David Kraemer
Jan 10 at 14:38
1
$begingroup$
This is not really a suggestion, but Kingman and Taylor's Introdction to Measure and Probability may worth a look. It's a bit dry, but on my first read I was pleasantly surprised that it cares to explain how to construct a product topology for infinitely many topological spaces. This should be a piece of useful and basic knowledge, but for some unknown reason, many textbooks only discuss finite products. So, while I have never seriously delved into it, I still remember this book to this date.
$endgroup$
– user1551
Jan 13 at 22:01
|
show 1 more comment
1
$begingroup$
Related thread (though not exactly what you're looking for): math.stackexchange.com/questions/315075/… Folland is another book to be aware of; it's a popular textbook on measure theory that includes a chapter on probability. Durrett's probability textbook is good.
$endgroup$
– littleO
Jan 10 at 3:10
1
$begingroup$
@littleO: Do you mean "Probability: Theory and Examples"? The book is a good read but I it would be a little heavy for a first approach to measure theory.
$endgroup$
– copper.hat
Jan 10 at 3:25
1
$begingroup$
@copper.hat Yes, that's the one, and I agree it would be a little heavy. I also think that Folland isn't the easiest introduction to measure theory. I'll be interested to see other suggestions.
$endgroup$
– littleO
Jan 10 at 3:28
1
$begingroup$
Ross' Second Course in Probability is a fairly friendly introduction to measure-theoretic probability. There's also Billingsley's Probability and Measure, which is an excellent but difficult text.
$endgroup$
– David Kraemer
Jan 10 at 14:38
1
$begingroup$
This is not really a suggestion, but Kingman and Taylor's Introdction to Measure and Probability may worth a look. It's a bit dry, but on my first read I was pleasantly surprised that it cares to explain how to construct a product topology for infinitely many topological spaces. This should be a piece of useful and basic knowledge, but for some unknown reason, many textbooks only discuss finite products. So, while I have never seriously delved into it, I still remember this book to this date.
$endgroup$
– user1551
Jan 13 at 22:01
1
1
$begingroup$
Related thread (though not exactly what you're looking for): math.stackexchange.com/questions/315075/… Folland is another book to be aware of; it's a popular textbook on measure theory that includes a chapter on probability. Durrett's probability textbook is good.
$endgroup$
– littleO
Jan 10 at 3:10
$begingroup$
Related thread (though not exactly what you're looking for): math.stackexchange.com/questions/315075/… Folland is another book to be aware of; it's a popular textbook on measure theory that includes a chapter on probability. Durrett's probability textbook is good.
$endgroup$
– littleO
Jan 10 at 3:10
1
1
$begingroup$
@littleO: Do you mean "Probability: Theory and Examples"? The book is a good read but I it would be a little heavy for a first approach to measure theory.
$endgroup$
– copper.hat
Jan 10 at 3:25
$begingroup$
@littleO: Do you mean "Probability: Theory and Examples"? The book is a good read but I it would be a little heavy for a first approach to measure theory.
$endgroup$
– copper.hat
Jan 10 at 3:25
1
1
$begingroup$
@copper.hat Yes, that's the one, and I agree it would be a little heavy. I also think that Folland isn't the easiest introduction to measure theory. I'll be interested to see other suggestions.
$endgroup$
– littleO
Jan 10 at 3:28
$begingroup$
@copper.hat Yes, that's the one, and I agree it would be a little heavy. I also think that Folland isn't the easiest introduction to measure theory. I'll be interested to see other suggestions.
$endgroup$
– littleO
Jan 10 at 3:28
1
1
$begingroup$
Ross' Second Course in Probability is a fairly friendly introduction to measure-theoretic probability. There's also Billingsley's Probability and Measure, which is an excellent but difficult text.
$endgroup$
– David Kraemer
Jan 10 at 14:38
$begingroup$
Ross' Second Course in Probability is a fairly friendly introduction to measure-theoretic probability. There's also Billingsley's Probability and Measure, which is an excellent but difficult text.
$endgroup$
– David Kraemer
Jan 10 at 14:38
1
1
$begingroup$
This is not really a suggestion, but Kingman and Taylor's Introdction to Measure and Probability may worth a look. It's a bit dry, but on my first read I was pleasantly surprised that it cares to explain how to construct a product topology for infinitely many topological spaces. This should be a piece of useful and basic knowledge, but for some unknown reason, many textbooks only discuss finite products. So, while I have never seriously delved into it, I still remember this book to this date.
$endgroup$
– user1551
Jan 13 at 22:01
$begingroup$
This is not really a suggestion, but Kingman and Taylor's Introdction to Measure and Probability may worth a look. It's a bit dry, but on my first read I was pleasantly surprised that it cares to explain how to construct a product topology for infinitely many topological spaces. This should be a piece of useful and basic knowledge, but for some unknown reason, many textbooks only discuss finite products. So, while I have never seriously delved into it, I still remember this book to this date.
$endgroup$
– user1551
Jan 13 at 22:01
|
show 1 more comment
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1
$begingroup$
Related thread (though not exactly what you're looking for): math.stackexchange.com/questions/315075/… Folland is another book to be aware of; it's a popular textbook on measure theory that includes a chapter on probability. Durrett's probability textbook is good.
$endgroup$
– littleO
Jan 10 at 3:10
1
$begingroup$
@littleO: Do you mean "Probability: Theory and Examples"? The book is a good read but I it would be a little heavy for a first approach to measure theory.
$endgroup$
– copper.hat
Jan 10 at 3:25
1
$begingroup$
@copper.hat Yes, that's the one, and I agree it would be a little heavy. I also think that Folland isn't the easiest introduction to measure theory. I'll be interested to see other suggestions.
$endgroup$
– littleO
Jan 10 at 3:28
1
$begingroup$
Ross' Second Course in Probability is a fairly friendly introduction to measure-theoretic probability. There's also Billingsley's Probability and Measure, which is an excellent but difficult text.
$endgroup$
– David Kraemer
Jan 10 at 14:38
1
$begingroup$
This is not really a suggestion, but Kingman and Taylor's Introdction to Measure and Probability may worth a look. It's a bit dry, but on my first read I was pleasantly surprised that it cares to explain how to construct a product topology for infinitely many topological spaces. This should be a piece of useful and basic knowledge, but for some unknown reason, many textbooks only discuss finite products. So, while I have never seriously delved into it, I still remember this book to this date.
$endgroup$
– user1551
Jan 13 at 22:01