Probability and Measure Anniv

By Patrick Billingsley

Book Overview

Praise for the Third Edition

"It is, as far as I'm concerned, among the best books in math ever written....if you are a mathematician and want to have the top reference in probability, this is it." (Amazon.com, January 2006)

A complete and comprehensive classic in probability and measure theory

Probability and Measure, Anniversary Edition by Patrick Billingsley celebrates the achievements and advancements that have made this book a classic in its field for the past 35 years. Now re-issued in a new style and format, but with the reliable content that the third edition was revered for, this Anniversary Edition builds on its strong foundation of measure theory and probability with Billingsley's unique writing style. In recognition of 35 years of publication, impacting tens of thousands of readers, this Anniversary Edition has been completely redesigned in a new, open and user-friendly way in order to appeal to university-level students.

This book adds a new foreward by Steve Lally of the Statistics Department at The University of Chicago in order to underscore the many years of successful publication and world-wide popularity and emphasize the educational value of this book. The Anniversary Edition contains features including:

An improved treatment of Brownian motion Replacement of queuing theory with ergodic theory Theory and applications used to illustrate real-life situations Over 300 problems with corresponding, intensive notes and solutions Updated bibliography An extensive supplement of additional notes on the problems and chapter commentaries

Patrick Billingsley was a first-class, world-renowned authority in probability and measure theory at a leading U.S. institution of higher education. He continued to be an influential probability theorist until his unfortunate death in 2011. Billingsley earned his Bachelor's Degree in Engineering from the U.S. Naval Academy where he served as an officer. he went on to receive his Master's Degree and doctorate in Mathematics from Princeton University.Among his many professional awards was the Mathematical Association of America's Lester R. Ford Award for mathematical exposition. His achievements through his long and esteemed career have solidified Patrick Billingsley's place as a leading authority in the field and been a large reason for his books being regarded as classics.

This Anniversary Edition of Probability and Measure offers advanced students, scientists, and engineers an integrated introduction to measure theory and probability. Like the previous editions, this Anniversary Edition is a key resource for students of mathematics, statistics, economics, and a wide variety of disciplines that require a solid understanding of probability theory.

• Format: Hardcover
• Language: English
• ISBN: 1118122372
• ISBN13: 9781118122372
• Release Date: February 2012
• Publisher: Wiley
• Length: 656 Pages
• Weight: 2.72 lbs.
• Dimensions: 1.5" x 7.2" x 10.0"

Customer Reviews

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. The proofs are presented in a very solid way. Some are even beautiful masterpieces. The same can be said to some motivation for particular issues, for instance, using diatic expansion to motivate the whole probability theory in the first few sections. There aren't many typos, I personally haven't come across any yet. Shiryaev's Probability book is also very good; however, there are apparently more typos and in my personal opinion the explanations in Billingslley's book are a bit better. If you think good things come in two's I would suggest you also take a look at a solid, concise and cheap book, Probability Essentials by Jacod and Protter. Enjoy!!!

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 of the sort that comes from an undergraduate real analysis course. The small print asides are fascinating but they are often addressed to a card carrying mathematician. The November 2003 reviewer who complained that Billingsley uses expectation before defining the integral fails to notice - or at any rate, to point out - that he defines only the expectation of simple random variables in the first chapter, so what is involved is just a sum, not an integral. I could sing my praises on and on. But here is the kernel of this review in a line: this is one of the best books ever written on measure theoretic probability. Full stop.

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.

Readable

The only book on probability in graduate or senior undergraduate level that is readable. Sounds strange? Not really, probabilists in general do not know how to write readable books and examples are abundant. This book is exception. However this is not a definitive book, once you are done with it, you have to go further to learn more.

Excellent introduction and reference.

This book is a thorough introduction and excellent reference book for the ideas involving probability as a measure. I would recommend this book to anyone who needs a deep understanding of probability, expectation, integration, random variables, and so forth. Good also as a graduate level or other measure-theoretic probability course. Two years after I learned these ideas, I still refer often to the text.