Elements of measure and probability
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Contents, measures, outer measures, capacities (28A12) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Integration with respect to measures and other set functions (28A25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Probabilistic measure theory (60A10) Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Zero-one laws (60F20)
This book, published jointly by Hindustan Book Agency and Springer, is a valuable volume in the series ``Texts and Readings in Mathematics. It is written by a well-established contributor to, and educator in, modern stochastics. The material is well-chosen and ranges from classical topics to very recent developments. The level of presentation corresponds well to the goals of the series. To be successful, the readers need a good background in several areas of mathematics. While the most important notions and concepts are clearly introduced and some of them considered in detail, the author has included a large number of examples in the text and exercises at the end of each chapter. There are no solutions or even hints to the exercises. Thus the users of this book are expected to be prepared to work additionally on finding the solutions. This is particularly important because in many places when proving some results, the author is referring to, and relying on, exercises which appeared earlier. This is a challenging way to involve the reader to work actively on the material. There are 23 chapters, some are on measures, other on probabilities, however most of the chapters are on both. The author has shown the importance of concepts from measures to building up probability, and the necessity of knowledge from other areas when establishing the fundamental results in probability. Here is a brief list of key words and phrases on notions and results presented in the book: monotone classes of sets, measures and their extensions, Caratheodory and Kolmogorov theorems, measurable functions -- random variables, Lebesgue-Stieltjes measures, integration, limits, 0--1 laws of Kolmogorov and Hewitt-Savage, independence of random events and of random variables, inequalities, infinite sums of random variables, diverse limit theorems, characteristic functions for characterizing a distribution, the inverse formula, conditional expectations and conditional distributions. Also included into this book are important topics which we do not find in too many other books. Among them are using the moments or the cumulants to prove limit theorems, and there is a chapter on sign measures. The material in this book has been class-tested over the last years at courses given by Prof. Bose to graduate students at the Indian Statistical Institute. However, the chosen material, the good structure and style of writing make the book more than useful for thousands of graduate students specializing in probability and statistics. Obviously, the book would be on the desks of teachers of such courses. Copies of this book have to be in the Library collection of any good university and research institution.
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