Abstract
In this chapter we shall recall some basic notions and facts from probability theory. Here is a short list of what needs to be reviewed:
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1)
Probability spaces, σ-fields and measures;
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2)
Random variables and their distributions;
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3)
Expectation and variance;
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4)
The σ-field generated by a random variable;
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5)
Independence, conditional probability.
The reader is advised to consult a book on probability for more information.
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© 1999 Springer-Verlag London
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Brzeźniak, Z., Zastawniak, T. (1999). Review of Probability. In: Basic Stochastic Processes. Springer Undergraduate Mathematics Series. Springer, London. https://doi.org/10.1007/978-1-4471-0533-6_1
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DOI: https://doi.org/10.1007/978-1-4471-0533-6_1
Publisher Name: Springer, London
Print ISBN: 978-3-540-76175-4
Online ISBN: 978-1-4471-0533-6
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