Probability Theory: A Refresher

  • Abhijit Gosavi
Part of the Operations Research/Computer Science Interfaces Series book series (ORCS, volume 25)


To understand the fundamentals underlying computer simulation, one must have some knowledge of the theory of probability. The goal of this chapter is to introduce some basic notions related to this theory. We will discuss the following concepts: random variables, probability of an event, some basic laws of probability, probability distributions, the mean and variance of random variables, and some “limit” theorems. The discussion here is at a very elementary level. If you are familiar with these concepts, you may skip this chapter.


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Copyright information

© Springer Science+Business Media New York 2003

Authors and Affiliations

  • Abhijit Gosavi
    • 1
  1. 1.Department of Industrial EngineeringThe State University of New YorkBuffaloUSA

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