Probability Review

  • Pierre Brémaud
Part of the Texts in Applied Mathematics book series (TAM, volume 31)


The present chapter reviews the notions and results of probability theory directly useful in the sequel. This book is self-contained and the review of probability that follows is sufficient for the purpose of studying Markov chains.


Random Vector Independent Random Variable Conditional Expectation Discrete Random Variable Exponential Random Variable 


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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.Laboratoire des Signaux et SystèmesCNRS-ESEGif-sur-YvetteFrance

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