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Probability Theory
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Probability theory is the study of reasoning with incomplete information. The laws of logic govern all correct reasoning when operating under conditions of perfect information. If is true, and if implies , then we may deduce that is true as well. But in many cases, we may be uncertain about whether is true or not. Probability theory governs all correct reasoning when operating under conditions of incomplete or unreliable information. As such, it is an extremely useful field of study, with many applications.
Fundamental concepts
/Probability spaces/
/Conditional probability/
/Independence/
/Random variables/
Probabilities on finite sets
/Finite probability spaces/
/Random variables on finite probability spaces/
/Sums of independent random variables on finite probability spaces/
Probability and measure theory
Laws of large numbers
Central limit theorems
Partition Functions
Sources
Mathematical Theory of Probability and Statistics von Mises Richard Richard von Mises 1964 Academic Press New York and London
Grundbegriffe der Wahrscheinlichkeitsrechnung Kolmogorov Andrey Andrey Kolmogorov 1933 Springer Berlin
Introduction to probability theory Itô Kiyosi Kiyosi Itô 1984 Cambridge u.a., Univ. Pr.
Foundations of modern probability Kallenberg Olav Olav Kallenberg 1997 Springer New York
Probability Theory I Loève Michel Michel Loève 1963 D. van Nostrand
University level mathematics books
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