Analysis and Probability

Analysis and Probability, 1st Edition

Analysis and Probability, 1st Edition,Aurel Spataru,ISBN9780124016651






229 X 152

A self-contained text that develops a solid background in abstract analysis for readers to be able to tackle the development of probability theory from a measure theory perspective.

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Key Features

  • Covers a wide range of subjects including f-expansions, Fuk-Nagaev inequalities and Markov triples.
  • Provides multiple clearly worked exercises with complete proofs.
  • Guides readers through examples so they can understand and write research papers independently.


Probability theory is a rapidly expanding field and is used in many areas of science and technology. Beginning from a basis of abstract analysis, this mathematics book develops the knowledge needed for advanced students to develop a complex understanding of probability. The first part of the book systematically presents concepts and results from analysis before embarking on the study of probability theory. The initial section will also be useful for those interested in topology, measure theory, real analysis and functional analysis. The second part of the book presents the concepts, methodology and fundamental results of probability theory. Exercises are included throughout the text, not just at the end, to teach each concept fully as it is explained, including presentations of interesting extensions of the theory. The complete and detailed nature of the book makes it ideal as a reference book or for self-study in probability and related fields.


Students and researchers in probability theory, topology, measure theory, real and functional analysis and related fields.

Aurel Spataru

Affiliations and Expertise

Institute of Mathematical Statistics and Applied Mathematics, Casa Academiei Romane, Bucharest, Romania

Analysis and Probability, 1st Edition



Chapter 1. Elements of Set Theory

1 Sets and Operations on Sets

2 Functions and Cartesian Products

3 Equivalent Relations and Partial Orderings


Chapter 2. Topological Preliminaries

4 Construction of Some Topological Spaces

5 General Properties of Topological Spaces

6 Metric Spaces

Chapter 3. Measure Spaces

7 Measurable Spaces

8 Measurable Functions

9 Definitions and Properties of the Measure

10 Extending Certain Measures

Chapter 4. The Integral

11 Definitions and Properties of the Integral

12 Radon-Nikodým Theorem and the Lebesgue Decomposition

13 The Spaces

14 Convergence for Sequences of Measurable Functions

Chapter 5. Measures on Product σ-Algebras

15 The Product of a Finite Number of Measures

16 The Product of Infinitely Many Measures


Chapter 6. Elementary Notions in Probability Theory

17 Events and Random Variables

18 Conditioning and Independence

Chapter 7. Distribution Functions and Characteristic Functions

19 Distribution Functions

20 Characteristic Functions


Chapter 8. Probabilities on Metric Spaces

21 Probabilities in a Metric Space

22 Topology in the Space of Probabilities

Chapter 9. Central Limit Problem

23 Infinitely Divisible Distribution/Characteristic Functions

24 Convergence to an Infinitely Divisible Distribution/Characteristic Function


Chapter 10. Sums of Independent Random Variables

25 Weak Laws of Large Numbers

26 Series of Independent Random Variables

27 Strong Laws of Large Numbers

28 Laws of the Iterated Logarithm

Chapter 11. Conditioning

29 Conditional Expectations, Conditional Probabilities and Conditional Independence

30 Stopping Times and Semimartingales

Chapter 12. Ergodicity, Mixing, and Stationarity

31 Ergodicity and Mixing

32 Stationary Sequences

List of Symbols

Quotes and reviews

"...The subject of this book is modern probability theory and it gives a full self-contained presentation of fundamental results within the area…it presents the theory of probability from a measure-theoretic point of view."--MathSciNet, Analysis and Probability

"This monograph is a self-contained and compactly written text book on probability theory for graduate students…the textbook gives a rigorous…presentation of the fundamental results in probability theory with an emphasis on the interaction between analysis and probability."--Zentralblatt MATH, 1278.60002
"Spataru presents a probability theory text for graduate students who have a solid background in abstract analysis, which is required because he develops probability theory from a measure-theoretic perspective."--
Reference & Research Book News, October 2013

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