Apr 9, 2011 · 65 For probability theory as probability theory (rather than normed measure theory ala Kolmogorov) I'm quite partial to Jaynes's Probability Theory: The Logic of Science. It's …

Jan 13, 2011 · An introductory course on probability theory can either dwell on discrete probability or continuous probability. Discrete probability, which deals with discrete events (e.g. the …

what are some good books on probabilities and measure theory? I already know basic probabalities, but I'm interested in sigma-algrebas, filtrations, stopping times etc, with possibly …

Dec 20, 2020 · It's probably worth your looking at Billingsley's Probability and Measure, the third edition of which is widely regarded as a classic in the field. I haven't looked at it myself, but …

May 1, 2011 · 6 Noel Vaillant's online Probability Tutorials are an excellent introduction to the real analysis, general topology and measure theory foundations of probability theory.

Probability theory supplements that with the multiplication rule which describes independence; and things are already looking up. But what really enriches and enlivens things is that we deal …

Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.

Apr 7, 2021 · 9 I am trying to get a firm understanding on probability theory currently. I understand the definition of a $\sigma$ -algebra and further understand that a $\sigma$ -algebra is a …

All probability and statistics courses are in the math department, or done within the various scientific or engineering departments.) Theoretical statistics (also called mathematical …

So it follows that a probability measure on $ (\mathbb {R},\mathcal {B})$ is atomless if and only if it puts probability $0$ on all singletons, which justifies the definition in the book of Kai Lai …