Integration, Measure and Probability (Dover Books on Mathematics)

Book Details:

• Publisher: Dover

• Author: H. R. Pitt

• Language: English

• Edition: Reprint

• ISBN: 9780486488158

• Pages: 128

• Cover: Paperback

• Dimensions: 8.5 x 5.4 x 0.4 inches

About the Book:

Introduction to Probability Theory by H. R. Pitt offers a clear and concise introduction to the modern theory of probability, aimed at undergraduate mathematics students. The book takes an accessible approach by focusing on the foundational concepts of measure and integration, providing the necessary tools for understanding more advanced topics in probability and other branches of analysis.

The first section of the book delves into the basics of measure and integration, starting with sets and set functions, and building up to general theory and integrals of functions of real variables. These concepts serve as a foundation for the second part of the book, which explores the more specialized topics such as convergence theorems and random sequences and functions. Pitt’s approach emphasizes the mathematical ideas behind probability, particularly the roles of random variables and limit processes in probability theory.

This book's concise format and focused exposition make it an ideal resource for students seeking a solid understanding of the key mathematical concepts in probability, while also serving as an excellent review for those with some background in the field. It is perfect for those who want to grasp both the theoretical foundations and the practical applications of probability theory.