Concepts of Probability Theory: Second Revised Edition (Dover Books on Mathematics)

Using the simple conceptual framework of the Kolmogorov model, this intermediate-level textbook discusses random variables and probability distributions, sums and integrals, mathematical expectation, sequence and sums of random variables, and random processes. For advanced undergraduate students of science, engineering, or mathematics acquainted with basic calculus. Includes problems with answers and six appendixes. 1965 edition.

### Table of Contents

Chapter 1. Introduction

Chapter 2 A mathematical model for probability

Chapter 3. Random Variables and Probability Distributions

Chapter 4. Sums and Integrals

Chapter 5. Mathematical Expectation

Chapter 6. Sequences and Sums of Random Variables

Chapter 7. Random Processes

Appendix A. Some Elements of Combinatorial Analysis

Appendix B. Some Topics in Set Theory

Appendix C. Measurability of Functions

Appendix D. Proofs of Some Theorems

Appendix E. Integrals of Complex-valued Random Variables

Appendix F. Summary of Properties and Key Theorems

bibliography

Index

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