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absolutely continuous analytical assumed autocorrelation function average basic space Bernoulli Bernoulli trials bility boolean functions Borel function Borel set Chap class of events concept conditional probability consider convergence corresponding countable defined Definition density function determined discrete random variable disjoint distribution function elementary outcome elements Example expression fact finite number formulas given iffi independent class independent random variables index set indicator function inequality integral interval inverse image large numbers law of large Lebesgue Markov mathematical expectation mathematical model mean value minterm minterm map moment-generating function mutually exclusive mutually exclusive events nonnegative occurrence P(AB pair partition plane prob proba probability mass distribution probability measure probability theory problem product rule properties random process real line real-valued random variable real-world result sample function sequence sigma field simple random variables subsets Suppose Tbus Theorem tion trials union zero
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