This chapter deals with fundamental elements of the probability theory, which must be understood for understanding the other chapters of the course. It presents a short overview on the probability distributions, on the second-order vector-valued random variables, and on some important mathematical results concerning the convergence of sequences of random variables and the central limit theorem.
CITATION STYLE
Soize, C. (2017). Elements of Probability Theory. In Interdisciplinary Applied Mathematics (Vol. 47, pp. 17–40). Springer Nature. https://doi.org/10.1007/978-3-319-54339-0_2
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