Introduction to Probability

  • Alexandre J. Chorin
  • Ole H. Hald
Part of the Texts in Applied Mathematics book series (TAM, volume 58)


In weather forecasts, one often hears a sentence such as, “the probability of rain tomorrow is 50 percent.” What does this mean? Something like, “if we look at all possible tomorrows, in half of them there will be rain” or “if we make the experiment of observing tomorrow, there is a quantifiable chance of having rain tomorrow, and somehow or other this chance was quantified as being 1/2.” To make sense of this, we formalize the notions of experimental outcome, event, and probability.


Probability Space Central Limit Theorem Weather Forecast Linear Subspace Conditional Expectation 
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2.6. Bibliography

  1. [1].
    K.L. Chung, A Course in Probability Theory, Academic Press, New York, 1974.Google Scholar
  2. [2].
    H. Dym and H. McKean, Fourier Series and Integrals, Academic Press, New York, 1972.Google Scholar
  3. [3].
    A. N. Kolmogorov, Foundations of the Theory of Probability, Chelsea, New York, 1932.Google Scholar
  4. [4].
    J. Lamperti, Probability, Benjamin, New York, 1966.Google Scholar

Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Alexandre J. Chorin
    • 1
  • Ole H. Hald
    • 2
  1. 1.Department of MathematicsUniversity of California, BerkeleyBerkeleyUSA
  2. 2.Department of MathematicsUniversity of California at BerkeleyBerkeleyUSA

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