Basic Probability Theory (Dover Books On Mathematics)

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The book comprises six chapters, an appendix and three appendices. The first chapter is devoted to the history of probability theory. The second chapter is devoted to random variables and measures, while the third one develops the overall mathematical apparatus for first-order structures. The fourth chapter deals with functional and integration spaces. It develops the theory of W-algebras in great detail and applies it to stochastic processes. Presents probability theory books, last sections of the book apply it to stochastic processes.

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