Real Analysis Modern Techniques and Their Applications is the classical book for real analysis. Real analysis is the necessary foundation for advanced probability theory.

Real Analysis: Modern Techniques and Their Applications (Pure and Applied Mathematics: A Wiley-Interscience Series of Texts, Monographs and Tracts) (Hardcover)
by Gerald B. Folland (Author)
Book Description
An in-depth look at real analysis and its applications-now expanded and revised.

This new edition of the widely used analysis book continues to cover real analysis in greater detail and at a more advanced level than most books on the subject. Encompassing several subjects that underlie much of modern analysis, the book focuses on measure and integration theory, point set topology, and the basics of functional analysis. It illustrates the use of the general theories and introduces readers to other branches of analysis such as Fourier analysis, distribution theory, and probability theory.

This edition is bolstered in content as well as in scope-extending its usefulness to students outside of pure analysis as well as those interested in dynamical systems. The numerous exercises, extensive bibliography, and review chapter on sets and metric spaces make Real Analysis: Modern Techniques and Their Applications, Second Edition invaluable for students in graduate-level analysis courses. New features include:
* Revised material on the n-dimensional Lebesgue integral.
* An improved proof of Tychonoff's theorem.
* Expanded material on Fourier analysis.
* A newly written chapter devoted to distributions and differential equations.
* Updated material on Hausdorff dimension and fractal dimension.

Book Info
Focuses on measure and integration theory, point set topology, and the basics of functional analysis. Illustrates the use of the general theories and introduces other branches of analysis such as Fourier analysis, distribution theory, and probability theory. DLC: Mathematical analysis.

Hardcover: 408 pages

Publisher: Wiley-Interscience; 2 Sub edition (April 7, 1999)

Language: English

ISBN-10: 0471317160

ISBN-13: 978-0471317166