# Fundamentals of Probability

Chapter

## Abstract

We assume that the reader is already familiar with the basic motivations and notions of probability theory. In this chapter we recall the main mathematical concepts, methods, and theorems according to the Kolmogorov approach (see Kolmogorov (1956)), by using as a main reference the book by Métivier (1968). We shall refer to appendix A of this book for the required theory on measure and integration.

## Keywords

Characteristic Function Random Vector Probability Space Independent Random Variable Conditional Expectation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

## Preview

Unable to display preview. Download preview PDF.

## Copyright information

© Birkhäuser Boston 2005