The measure theory from the preceding chapter is a linear theory that could not describe the dependence structure of events or random variables. We enter the realm of probability theory exactly at this point, where we define independence of events and random variables. Independence is a pivotal notion of probability theory, and the computation of dependencies is one of the theory’s major tasks.
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© 2008 Springer-Verlag London Limited
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(2008). Independence. In: Probability Theory. Universitext. Springer, London. https://doi.org/10.1007/978-1-84800-048-3_2
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DOI: https://doi.org/10.1007/978-1-84800-048-3_2
Publisher Name: Springer, London
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