Probability Theory

Front Cover
Allied Publishers
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Contents

Random variables
24
Expectation
30
Variance
40
Higher moments and inequalities for deviations
46
The Law of Large Numbers Limit Theorems
50
The Poisson theorem and the simplest flow of events
65
On random walks
78
Foundations of the Theory
88
Some particular distributions on the real line
144
Convergence of distributions
163
Conditional Distributions
200
eral case Properties of conditional expectation The formula
216
Some Kinds of Dependence
226
Martingales
233
Markov chains
243
Limit Theorems
260

Distributions on FiniteDimensional Spaces
120

Common terms and phrases

Bibliographic information