Topological measure theory, with applications to probability

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منابع مشابه

Measure theory and probability

1 Construction of measures 3 1.

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Measure and Probability Theory

1 Sigma-Algebra: Describing measurable sets 6 1.1 Families of sets . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.1.1 Semiring of sets . . . . . . . . . . . . . . . . . . . . . . 7 1.1.2 Restricted algebras . . . . . . . . . . . . . . . . . . . . 10 1.1.3 Sigma Algebras . . . . . . . . . . . . . . . . . . . . . . 10 1.1.4 Binary Unions . . . . . . . . . . . . . . . . . . . . . . 12 1.1...

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Measure and Probability Theory

1 Describing measurable sets 8 1.1 Families of sets . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.1.1 Semiring of sets . . . . . . . . . . . . . . . . . . . . . . 9 1.1.2 Restricted algebras . . . . . . . . . . . . . . . . . . . . 12 1.1.3 Sigma Algebras . . . . . . . . . . . . . . . . . . . . . . 12 1.1.4 Binary Unions . . . . . . . . . . . . . . . . . . . . . . 14 1.1.5 Initial Sigm...

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This is sometimes denoted simply “X−1(B) ⊂ F.” Since the probability measure P is only defined on sets F ∈ F, a random variable must satisfy this condition if we are to be able to find the probability Pr[X ∈ B] for each Borel set B, or even if we want to find the distribution function (DF) FX(b) ≡ Pr[X ≤ b] for each rational number b. Note that set-inverses are rather well-behaved functions fro...

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STA 711: Probability & Measure Theory

A sequence of elements an of R d converges to a limit a if and only if, for each ǫ > 0, the sequence an eventually lies within a ball of radius ǫ centered at a. It’s okay if the first few (or few million) terms lie outside that ball— and the number of terms that do lie outside the ball may depend on how big ǫ is (if ǫ is small enough it typically will take millions of terms before the remaining...

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ژورنال

عنوان ژورنال: Bulletin of the Australian Mathematical Society

سال: 1977

ISSN: 0004-9727,1755-1633

DOI: 10.1017/s0004972700023133