This issue of Resonance features Joseph Leonard Doob, who played a critical role in the development of probability theory in the world from 1935 onwards. The goal of the present article is to explain to the readers of Resonance what probability theory is all about.
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References
K B Athreya and S N Lahiri, Measure Theory and Probability Theory, Springer, New York, (see also TRIM Series Vol.36 and 41, 2006).
K B Athreya, M Delampady and T Krishnan, MCMC Methods, Resonance, April, July, October, December, 2003.
J L Doob, Stochastic Processes, John Wiley, New York, 1953.
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K B Athreya is a retired professor of mathematics and statistics at Iowa State University, Ames, Iowa, in the USA. He spends several months in India visiting schools, colleges and universities. He enjoys teaching mathematics and statistics at all levels. He loves Indian classical and folk music.
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Athreya, K.B. What is probability theory?. Reson 20, 292–310 (2015). https://doi.org/10.1007/s12045-015-0186-3
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DOI: https://doi.org/10.1007/s12045-015-0186-3