Probability Densities

  • Pierre Brémaud
Part of the Undergraduate Texts in Mathematics book series (UTM)


LetXbe a real random variable defined on (Ω,F,P)with the cumulative distribution function (c.d.f.) (see Chapter 1, Section 3.2)
$$F\left( x \right) = P\left( {X \leqslant x} \right)$$


Probability Density Characteristic Function Random Vector Independent Random Variable Monotone Convergence Theorem 
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.


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Copyright information

© Springer Science+Business Media New York 1988

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.Laboratoire des Signaux et Systèmes, CNRSPlateau de MoulonGif-sur-YvetteFrance

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