Basic Elements of Probability Theory

  • Yu. A. Rozanov
Part of the Mathematics and Its Applications book series (MAIA, volume 344)


Suppose, we are given a probability model (Ω, \( \mathfrak{A} \), P), with all possible outcomes ω ∈ Ω elementary events, a σ-algebra \( \mathfrak{A} \) of events A ⊆ Ω, and probabilities P(A), A\( \mathfrak{A} \) .


Basic Element Independent Random Variable Conditional Expectation Mathematical Expectation Elementary Event 
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Copyright information

© Springer Science+Business Media Dordrecht 1995

Authors and Affiliations

  • Yu. A. Rozanov
    • 1
  1. 1.Steklov Mathematical InstituteMoscowRussia

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