Integration and Expectation

  • Sidney I. Resnick
Part of the Modern Birkhäuser Classics book series (MBC)


One of the more fundamental concepts of probability theory and mathematical statistics is the expectation of a random variable. The expectation represents a central value of the random variable and has a measure theory counterpart in the theory of integration.


Probability Measure Product Space Simple Function Dominate Convergence Theorem Positive Random Variable 
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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Information EngineeringCornell UniversityIthacaUSA

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