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 with lots of …

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 examples of "...

It was only when I took a course in measure theory that everything was defined more rigorously. I liked Measure, Integral and Probability by Capinski and Kopp. It is quite measure-theory heavy, but it is …

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 probability that …

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

What book do you recommend for self-study of probability theory? I have a rather significant gap in that area (in lame terms sometimes I feel I don't get it) and need to try (strugle more likely...

As the probability of events become small, the sub-events can't all occur at the same step, but can collectively across different steps. The Borel-Cantelli lemma describes a situation where the entire …

I started to investigate probability theory myself and I freezed after some calculations. Let imagine we have match between Chelsea and Liverpool. I understand how calculate probabilitly for each team. I …

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 fantastic at …

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 Chung. Finally, an …