In this chapter, we discuss the basics in the classical probability theory. Probability theory is based on measure theory, so that we start by reviewing measure theory.


Measurable Function Probability Space Conditional Expectation Measure Theory Commutative Algebra 
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© Springer Science+Business Media B.V. 2011

Authors and Affiliations

  1. 1.Information SciencesTokyo University of ScienceNodaJapan
  2. 2.Mathematical PhysicsSteklov Mathematical InstituteMoscowRussia

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