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 Kolmogorov approach [Kolmogorov (1956)] by using as main references the books by Mvier (1968) and Neveu (1965). An interesting introduction can be found in Gnedenko (1963). Appendix A of this book provides the required theory on measure and integration.
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Notes
- 1.
See Definition A.54.
- 2.
See Proposition A.58.
- 3.
This only specifies its \(\sigma \)-algebras, not its measure.
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Capasso, V., Bakstein, D. (2021). Fundamentals of Probability. In: An Introduction to Continuous-Time Stochastic Processes. Modeling and Simulation in Science, Engineering and Technology. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-69653-5_1
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DOI: https://doi.org/10.1007/978-3-030-69653-5_1
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