**Mathematical Foundations of Probability Theory**

by Gane Samb Lo

**Publisher**: arXiv.org 2018**Number of pages**: 378

**Description**:

The fundamental aspects of Probability Theory are presented from a pure mathematical view based on Measure Theory. Such an approach places Probability Theory in its natural frame of Functional Analysis and constitutes a firm preparation to the study of Random Analysis and Stochastic processes.

Download or read it online for free here:

**Download link**

(1.8MB, PDF)

## Similar books

**Introduction to Probability**

by

**C. M. Grinstead, J. L. Snell**-

**American Mathematical Society**

The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.

(

**58520**views)

**Probability Theory: The Logic of Science**

by

**E. T. Jaynes**-

**Cambridge University Press**

The book is addressed to readers familiar with applied mathematics at the advanced undergraduate level. The text is concerned with probability theory and all of its mathematics, but now viewed in a wider context than that of the standard textbooks.

(

**11286**views)

**Probability, Random Processes, and Ergodic Properties**

by

**Robert M. Gray**-

**Springer**

A self-contained treatment of the theory of probability, random processes. It is intended to lay theoretical foundations for measure and integration theory, and to develop the long term time average behavior of measurements made on random processes.

(

**10197**views)

**Probability Course**

by

**Gian-Carlo Rota**-

**David Ellerman**

In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.

(

**3194**views)