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Functional Analysis for Probability and Stochastic Processes: An Introduction

Adam Bobrowski




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 | #2534595 in eBooks |  2005-08-11 |  2005-08-11 | File type: PDF

||0 of 1 people found the following review helpful.| Five Stars|By Vicente Vergara|Very good book!|15 of 16 people found the following review helpful.| Delicate Balance between the Two Subjects|By John Matlock|This book was developed for a class taught at Rice University that covered both Functional Analysis and Probablity/Statistics. It required the development of this book that| |"My impression is that this text might well succeed as an attractive introduction to, or even as propaganda for the subject of probability and stochastic processes for a well-educated analyst without a probabilistic background."
N.H. Bingham, Journal of th

This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hi...

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