Sigma-algebra theorems

Halton John H.
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Halton John H.: The University of North Carolina at Chapel Hill, Sitterson Hall, CB 3175, Chapel Hill, NC 27599-3175, USA. Email: , jhhxyz@earthlink.net, Voice: 919-962-1752, 919-942-4856, Fax: 919-942-6616 halton@cs.unc.edu

Monte Carlo Methods and Applications, 2008, vol. 14, issue 2, 171-189

Abstract: In reviewing the foundations of probability, to establish the underpinnings of the Monte Carlo method, I found some basic results for which I could not find a simple, clear, and concise derivation in the literature. This paper is an attempt to present a sufficient collection of such results. The presentation is pitched at the level of Monte Carlo practitioners, rather than mathematical probabilists.

Keywords: Sigma-algebra; measure; probability space; random variable; distribution; Borel sets; cumulative distribution function (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1515/MCMA.2008.009

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