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

Product Description

This approach to the basics of probability theory employs the simple conceptual framework of the Kolmogorov model, a method that comprises both the literature of applications and the literature on pure mathematics. The author also presents a substantial introduction to the idea of a random process. Intended for college juniors and seniors majoring in science, engineering, or mathematics, the book assumes a familiarity with basic calculus.After a brief historical introduction, the text examines a mathematical model for probability, random variables and probability distributions, sums and integrals, mathematical expectation, sequence and sums of random variables, and random processes. Problem…